Thanks Zaher, it works!
I'm pretty new to Lazarus and was confused by reading the Wiki about the not implementation of SendMessage and the way Lazarus manages win-messages.
Maybe wiki is not up-to-date about this argument, or maybe I couldn't find info on this.
These are the working code I wrote upon Zaher suggest, in case somebody has same doubt as me:
{Directives added to Interface/Uses section of my form }
//...
LMessages, LCLIntf, Windows
//...
{Instructions (into a buttonOnClick procedure)}
//....
SendMessage(edit1.handle,EM_SETMARGINS, 1,MAKELONG(15,0));
edit1.text:='MARGIN CHANGED';
//....