Hi Selcuk,
A way to approach this is to have the data imported to temporary objects and create the permanent objects by using microflows with the needed validation.
I do not think it is possible to do the validation during the import itself, unless all the mandatory values are also key values. In that case you could mark the mandatory fields as key fields and make sure the rows with empty key fields are not synchronised:
https://docs.mendix.com/appstore/modules/excel-importer/#ignore-objects-with-empty-keys