Assuming A1:A10 is the range of concern, give it the RangeName of "TheRange",
by highlighting it and doing Insert > Name > Define > and typing "TheRange"
(without quotes) in the small upper box of the pop-up.
Then assuming B1 is the cell you wish to validate, click on it and do Data >
Validation > choose Custom in the Allow: window > and in the Formula: window
type =COUNTIF(TheRange,B1)>=1 and click OK