Millipedes do not bite people but they do put out a toxin on your skin that can be irritating and cause your skin to burn or itch.
If you were to rub your eye with the toxin on your hand or other part of the skin you could cause swelling or redness of your eye.
Corticosteroid cream can be used to treat the skin if you have a reaction to the toxin that the millipede puts out.