Documents issued in EU member states are exempted from legalization. To legalize documents from member countries of the Hague Convention of October 5, 1961, the only requirements is for authorities in said countries to issue an Apostille*
All foreign documents issued outside the EU, be they academic transcripts, birth, nationality or any other circumstance, should be recognised as official and duly legalized. As concerns academic documents, this involves the following steps:
Documents issued by a foreign diplomatic mission in Spain should be legalized by the Spanish Ministry of Foreign Affairs and Cooperation.
Further information regarding this can be obtained at the home country’s diplomatic mission.
More information can be found in this link
The documents submitted in any Register Offices do not need certification, as you are expected to bring original copies, which will be scanned and returned to you. Once at the office you must indicate that the documents are addressed to Sección de Acceso PAU Código: U02800160, UNED.
Find the nearest offices here
Notarized documents or those documents certified by either Spanish diplomatic missions abroad or foreign diplomatic missions in Spain (if they offer such services) shall be accepted.