Sender validation ensures that the domain you're sending from is one that you have access to and secures your address from other sender on your behalf. This is automatically going to be part of the process when creating a mailing when you type in your From Address. But, you will also be able to add domains to your account as well.
Note: Due to DMARC policies in place Gmail.com, Yahoo.com, and AOL.com are not supported as valid sending domains.
To add a address simply navigate to your Account tab, selecting Campaign Settings, and choose Sending Domains.
From here you can Verify A New Domain, Revoke Verification, and Resend Verification Emails. Revoking a verified domain will prevent you from sending mail with that domain and you will need to verify that domains again before you will be able to send.