How do I validate a single sample ArrayCGH result?
Why not just good old qPCR? That's (A) quick, (B) cheap and (C) easy to analyze. If you care about the exact location of the break point (I'm guessing from the context that you don't), then targeted sequencing with a custom capture kit would work.

Regarding validating the biological relevance of this, there are multiple (parallel) routes one can take. Firstly, screen unaffected family members for this same alteration. If you find this in unaffected individuals then it's obviously not the causative alteration. Ideally, one would also do either a cell-line experiment or a mouse (or other model organism) experiment to see if you can reconstitute at least some component of the clinical phenotype. This may not always be possible, of course.