Euphorbias can be poisonous to both humans and other animals; I found some useful information at this site:
http://research.vet.upenn.edu/PoisonousPlantsofPA/Euphorbia/tabid/5440/Default.aspx which says: ‘ All species of
Euphorbia can be expected to contain the complex esters believed responsible for poisonings and are probably capable of eliciting an allergic reaction. Reported deaths from
Euphorbia poisoning are rare but livestock can be seriously affected.’
I don’t think
E. marginata is more dangerous than any of the other species in this genus, and the severity of the toxins is not described as particularly high (toxins of
E. marginata ‘causes only low toxicity if eaten. Skin irritation minor or lasting only for a few minutes’); oleanders are probably a lot more toxic. But it is a good idea to handle spurges with caution and avoid getting the sap on your skin, and especially keep in out of your eyes, since it may produce severe eye damage including permanent blindness.