yes, set a variable to the dropdown selected value, if the value is blank, they have not selected anything, if its not then they have. i assume the dropdown will be blank to start with?
with the OnSelect of the Next Step button add
If(IsBlank(DropDown1.Selected.Value),Notify("No selection has been made in the dropdown", NotificationType.Warning),Navigate(YourNextScreenName))
This will notify the user if the dropdown is blank or navigate to the next screen if not.