Clarification

Guys I would like to ask about a statement on Italy EEA visa guidelines
If the marriage certificate was issued by a non-EU county,it must be legalised by the foreign affairs ministry of the country concerned or its consular representation in Pakistan
What does this statement mean exactly?
I'm British and wife is Pakistani and marriage was contracted in Pakistan so where from certificate should be legalised?
I want to apply in Italian embassy as an EEA spouse.

Documents are legalised by the country that issued them. Legalisation provides a way for foreign governments to verify the authenticity of other countries' official documents.

http://www.phclondon.org/consular/attestation/