add the symbol of the end of a proof in beamer frame

If you want to show a proof, use a proof environment and the qed sign will be there automatically:

\documentclass[xcolor=dvipsnames]{beamer}
\usepackage{pifont} 
\usetheme{Madrid}
\begin{document}

\begin{frame}
\frametitle{Sketch of Proof}

\begin{proof}
The steps of our theorem are the following:

\textcolor[rgb]{1.00,0.00,1.00}{\ding{228}} ....

\textcolor[rgb]{1.00,0.00,1.00}{\ding{228}} ....

\textcolor[rgb]{1.00,0.00,1.00}{\ding{228}} ....

\textcolor[rgb]{1.00,0.00,1.00}{\ding{228}} ....

\end{proof}
\end{frame}
\end{document} 

If you want to manually place it, you can use \qed

\documentclass[xcolor=dvipsnames]{beamer}
\usepackage{pifont} 
\usetheme{Madrid}
\begin{document}

\begin{frame}
\frametitle{Sketch of Proof}
The steps of our theorem are the following:

\textcolor[rgb]{1.00,0.00,1.00}{\ding{228}} ....

\textcolor[rgb]{1.00,0.00,1.00}{\ding{228}} ....

\textcolor[rgb]{1.00,0.00,1.00}{\ding{228}} ....

\textcolor[rgb]{1.00,0.00,1.00}{\ding{228}} ....

\hfill \qed
\end{frame}
\end{document} 

\documentclass[xcolor=dvipsnames]{beamer}
\usepackage{pifont}
\usepackage{amssymb} 
\usetheme{Madrid}
\setbeamertemplate{itemize items}{\textcolor[rgb]{1.00,0.00,1.00}{\ding{228}}}
\begin{document}
\begin{frame}{Sketch of Proof}
The steps of our theorem are the following:
\begin{itemize}
\item ...   
\item ...   
\item ...   
\item ...   
\end{itemize}
\hfill$\blacksquare$
\end{frame}
\end{document}