The SAMLConfigurationFile.Validate method validates the specified XML file against the SAML configuration XML schema. If your SAML configuration is stored as XML then this method could be called to validate the XML prior to using it to construct a SAMLConfiguration object etc.
If you've already loaded the SAMLConfiguration and related configuration objects from a database etc (ie not stored as XML) then they should already be validated in the sense that you've programmatically constructed these objects rather than loading them from a file.
You might want to add certain checks to your admin web page. For example, if setting up a partner service provider then an assertion consumer service URL should be supplied. If it isn't then presumably you'd display an error message to the administrator.