It is likely that it will try to eat them and possibly get sickened by the defensive chemicals millipedes produce. In addition, you may want to avoid housing the gecko and the skink together if one gets larger than the other. Tankmates can quickly become meals if the opportunity arises.
what type of gecko is involved here? I should point out right now most gecko species big enough to even be considered to be housed with a pink tongue should not be mixed with other species ever. Also I know all my geckos lick everything and the millipede is toxic which poses a risk both in the possibility of either lizard trying to eat the pede or a curious gecko licking it. Also the lizard could easily kill the pede if it bit it, even by accident, I've had crested geckos bite down on the draw string of my sweatshirt because they mistook it for a bug.