The legalization of your EPFL diploma may be necessary e.g. for recognition procedures abroad.
To obtain legalization, when required, you must first submit your original EPFL diploma to the Student Services Desk, so that EPFL can place a stamp and the signature of an authorised person on your diploma (the préfecture de Lausanne accepts to authentify diplomas on the basis of a simple certificate, but in such cases it may happen that the legalization will not be recognized by the administration requiring it).
Then, you must submit the diploma to the préfecture de Lausanne, who will authentify the stamp and signature from EPFL and be able to place an apostil on your diploma (The Hague Convention) and/or legalize the diploma, depending on what is required.
For countries who have not signed the The Hague Convention, you must still submit your diploma to the Federal Chancellery, in Bern, who will proceed with a final check and definitely validate the legalization.