Yes, you can verify your leads as you import them or when they are already in one of your lists of leads.
Verify leads when importing them
To verify them when importing, simply check the option before starting the import.
Verify already saved leads
To verify leads you've already saved, go to the Leads section and select the list of leads you'd like to verify. From the Actions menu, and select the ''Verify leads'' option.
For more details, you can read the section about lead verifications in the main Leads help article.