There is no 'skip a step' built in option in SFMC.
You could have SFMC 'turn on' the option to allow empty imports without error, but that comes along with its own risks. It also won't solve if you have any other activities that would need to be skipped outside import activity.
Other then that, you would would likely need to create multiple file drop automations (one for each file) where the first step is your validation step, so that it will only stop that single import, not all the following ones as well.
If your automation is taking data from one place in SFMC (perhaps filled by API) and then pushing this data into other Data Extensions, I would instead handle this via Query where possible. If it is going from DE to list, then you would need to be 'creative' to handle empty imports.
This would require a Script Activity. The SA would contain SSJS that would verify there is data inside the DE you are exporting. If empty, do nothing. If rowcount > 0 then run API to begin import.
Below is a sample SOAP envelope of the call to run an import definition: (taken from documentation)
<?xml version="1.0" encoding="utf-8"?>
<soap:Envelope xmlns:soap="http://schemas.xmlsoap.org/soap/envelope/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns:wsa="http://schemas.xmlsoap.org/ws/2004/08/addressing" xmlns:wsse="http://docs.oasis-open.org/wss/2004/01/oasis-200401-wss-wssecurity-secext-1.0.xsd" xmlns:wsu="http://docs.oasis-open.org/wss/2004/01/oasis-200401-wss-wssecurity-utility-1.0.xsd">
<soap:Header>
<wsa:Action>Perform</wsa:Action>
<wsa:MessageID>urn:uuid:30ffce73-2bdc-422a-b3da-1e71e3f15270</wsa:MessageID>
<wsa:ReplyTo>
<wsa:Address>http://schemas.xmlsoap.org/ws/2004/08/addressing/role/anonymous</wsa:Address>
</wsa:ReplyTo>
<wsa:To>https://YOUR_SUBDOMAIN.soap.marketingcloudapis.com/Service.asmx</wsa:To>
<wsse:Security soap:mustUnderstand="1">
<wsse:UsernameToken wsu:Id="SecurityToken-4c1eed3b-75ee-4d19-8712-731028aaad77">
<wsse:Username>USERNAME</wsse:Username>
<wsse:Password Type="http://docs.oasis-open.org/wss/2004/01/oasis-200401-wss-username-token-profile-1.0#PasswordText">PASSWORD</wsse:Password>
<wsse:Nonce>R2f0uhYWm7whOu2Bjg7lvQ==</wsse:Nonce>
<wsu:Created>2008-09-17T20:58:36Z</wsu:Created>
</wsse:UsernameToken>
</wsse:Security>
</soap:Header>
<soap:Body>
<PerformRequestMsg xmlns="http://exacttarget.com/wsdl/partnerAPI">
<Action>start</Action>
<Definitions>
<Definition xsi:type="ImportDefinition">
<ObjectID xsi:nil="true"/>
<CustomerKey>2043</CustomerKey>
</Definition>
</Definitions>
</PerformRequestMsg>
</soap:Body>
</soap:Envelope>
Which you could run via SSJS API functions, or (my recommendation) via WSProxy
Sample WSProxy: (This is sample only, so may need to make some changes - most likely in the props var)
var prox = new Script.Util.WSProxy();
var action = "Start";
var props = {
Definition: {
CustomerKey: 2043
}
};
var opts = {};
var data = prox.performItem("ImportDefinition", props, action, opts);