How to use IValidatableObject?

IValidatableObject asks to implement Validate , which is a method that takes as its argument a ValidationContext .

public IEnumerable<ValidationResult> Validate(ValidationContext validationContext)
{
    /* Aqui entra a validação em si */
}

For your case, as you just want to validate in the edit, this means that the primary key is filled. So the logic would look like this:

public IEnumerable<ValidationResult> Validate(ValidationContext validationContext)
{
    if (this.EntidadeId != null && this.EntidadeId > 0) {
        if (this.EntidadeEstrangeiraId == null || this.EntidadeEstrangeiraId <= 0) {
            yield return new ValidationResult("É necessário definir um valor de EntidadeEstrangeira", new [] { "EntidadeEstrangeiraId" });
        }
    }
}