A document that is legally valid in one country, is not always recognised in another. If you want to use a document like a birth certificate or diploma in another country, you will probably have to get it legalised first. Legalization of documents is usually done at the Ministry of Justice or the Ministry of Foreign Affairs in your country. Make sure the documents for use in the Netherlands are officially translated into English, Dutch, French or German.
It is possible to legalize documents at the Embassy of your country in the Netherlands, but this makes the procedure longer and more expensive. Therefore students are strongly advised to finish this procedure before coming to the Netherlands. If your country is a part of the Apostille Convention, you can have your documents legalised via a single procedure – the issue of a so called apostille stamp.