You always get presented with a list of the available materials sorted from the closest to the furthest distance (of the
first example) of the material type[1], and there's no real way to say "For projects in this area, put <foo-material> at the top, please!".
Except, a common thing to do is to set up a stockpile specifically for the desired material/components near to where you'll be wanting to build. Let haulers bring the items into that and it both sets that choice at the top (assuming you haven't got any other spare rocks at hand in-between stockpile and your building project, in your case) and means that the masons don't have to trek half-way across your map for each block, you've already got haulers (who can be otherwise idle know-nothings) and the job gets done much quicker by division of labour.
When you're designating (say) a set of ten walls to be built, with the stockpile conveniently close you'll notice your desired material at the top of the list and if you add, add, add another of that item to the list and then the distance figure suddenly goes larger than the lower items, it just means that you've used up all the local stones, but it's not re-ordering the list. You can either accept that this is happening (but know that if you set some more construction designations immediately afterwards you're going to have to go finding the dolomite entry, again) or take this as a cue that you're going to have long-distance masons again, cancel it, redesignate the number of walls you
can get away with and then set about doing what's necessary to get even
more stones closer before you designate any more walls/whatever.
(Note, materials you've already assigned, no matter how close or far away, are of course exempt from the lists, so you may have plenty of stones close by, but with a huge back-log of building meaning they're all reserved. This can be Ok, or it can be awkward and you might want to mass undesignate any to-be-constructed constructions that are not showing signs of being dealt with at this moment and redoing to 'shuffle' which ones go for which stones. You can also make use of the Last In First Out nature to make sure that priority constructions (e.g. floors to access further extremities of the construction site) are pursued first, but may need to redo this when you add later non-priority buildings... Sorry, this might need to be tried to understand what I'm actually talking about.
)
The
other way I can think of is to mass-designate as to-dump/forbid all materials that you don't want. Can play havoc with other stone industries (in your case), if you're also making stone crafts, or something, and would also mean your possibly-precious dolomite (if you don't have
way too much, anyway) is diverted into mechanism manufacturer and every other stone-using craft. But if you periodically (or at least just before you lay down some more Construction designations) go into the stockpile and make sure forbidden/dumping tags are applied to every other stone-type, then you'll
only have dolomite on that list. This
also probably disrupts craftsdwarves and other artisans who are currently working with a bit of stone of another type, of course, so use sparingly. (Or just mass-designate the
area with the pesky non-dolomite rock that's usurping your dolomite's 'rightful' place at the top of the list.)
Does that make any sense to you? Too many words, I feel, and being trepidatious about possible ninjaing by an equivalent answer given in one easy-to-understand sentence.
[Yes, there was one. ][1] Unless you switch modes to choose individual items, useful for when you're looking for masterwork beds (of either specific or no-matter material) amongst all the mundane ones. Then it's just a plain nearest-to-furthest list.
[2] Although do Construction-building masons benefit much from being trained in the art of masonry? I can't actually remember...