How to validate a locale in java?

I do not know ULocale, but if you mean java.util.Locale, the following code may do:

public void setResources(String locale) {
  // validate locale
  Locale lo = parseLocale(locale);
  if (isValid(lo)) {
    System.out.println(lo.getDisplayCountry());
  } else {
    System.out.println("invalid: " + locale);
  }
}

private Locale parseLocale(String locale) {
  String[] parts = locale.split("_");
  switch (parts.length) {
    case 3: return new Locale(parts[0], parts[1], parts[2]);
    case 2: return new Locale(parts[0], parts[1]);
    case 1: return new Locale(parts[0]);
    default: throw new IllegalArgumentException("Invalid locale: " + locale);
  }
}

private boolean isValid(Locale locale) {
  try {
    return locale.getISO3Language() != null && locale.getISO3Country() != null;
  } catch (MissingResourceException e) {
    return false;
  }
}

EDIT: added validation