Not really, but kinda yes, but no.
Natural selection is about the characteristics of those most able to survive and procreate. In that sense, had the Jewish and Romani bloodlines been totally destroyed and the people been wiped out, you could call it natural selection, because it would mean that they weren’t resilient enough to survive the more twisted aspects of the social dynamics of the human race. It is “artificial selection” in one sense, since they were particularly targeted for political reasons, not because of some actual genetic inability to reproduce, (which is the only meaning of “fittest” in “survival of the fittest”) But it is also “natural selection” because there isn’t a thing in the world, man-made or not, that can’t be called “natural.” Some people are evil (as we call it), and others are easily led. This seems as natural as anything. Just like a plant could go extinct because beetles find it really tasty, a people can go extinct because other people just don’t like them, and they weren’t “fit” enough to survive the consequences.
This isn’t an indictment of the theory of evolution by natural selection, it’s just another part of it. Some organisms survive, and some don’t. There is no “progression” in evolution, no direction, only change. Good and evil doesn’t factor into it. The holocaust can certainly said to be evil, but that is an ethical assessment, which isn’t a part of natural selection. The genetic make up of the species is different than it would have been had the holocaust not occurred. As a species, we are different than we would have been. Not better or worse, necessarily, just different. To express ethics as another part of evolution, we did evolve to the point of understanding the dangers of allowing power-hungry madmen to inflame the masses and do great evil.
Whenever people tie the holocaust into the theory of evolution, and conclude that belief in evolution must be equally evil, they are being entirely blind. Perhaps Hitler did have a notion that he was improving the species, but his factors for this selection were entirely incorrect. “Race” is barely real anyway, and it is certain that if you wanted to genetically improve the species by means of murder, you would do individual assessments, rather than kill people for the vagaries of ethnic background. Not that that’s justifiable, it’s just more inline with the rhetoric of a “master race.”
Please please please don’t think I’m justifying murder, or dismissing natural selection. If anything, the most important development of the human race that came from the holocaust was our mutual recognition of the potential for evil to be perpetrated on massive scales, and each person’s responsibility to every other person in the world to ensure that such a horror never happens again.
Ramble ramble. Hope I expressed myself properly (which is rare). To conclude: every factor that changes how well people survive and reproduce is a part of evolution. In the case of the holocaust, the pressure of Nazi-ism created a mass die-off, but as a species, it was defeated, and certain ethical, legal, political, and military constructs have arisen to strengthen the species against factors similar to Nazi-ism. In a sense, we “evolved” past such bullshit. We remain vigilant against dictatorships and maintain compassion for all members of the human species.