Add validation to config form

example:

  /**
   * {@inheritdoc}
   */
  public function validateForm(array &$form, FormStateInterface $form_state) {
    if ($form_state->getValue('example') != 'example') {
      $form_state->setErrorByName('example', $this->t('The value is not correct.'));
    }
    parent::validateForm($form, $form_state);
  }