At least one of the magma furnace's eight edge tiles has to be hanging over magma of a depth of at least 4/7. The furnace has to be made out of fire-safe, but not necessarily magma-safe stuff. So that part is easy.
You got the basic idea right. Magma, unlike water, does not count as pressurized even when there is a lot of magma weight pressing down on it from above (unless it goes through a pump!). So for practical uses, it won't ever overflow higher than the level you are bringing it in by. A ramp that leads down into the magma tunnel you are building is therefore plenty sealed enough for basic purposes.
Magma will melt a lot of things if allowed to pass through them. Your marble door will hold the magma back indefinetly if it is locked and bolted, but if the magma is once allowed to flow through that door it will melt nigh-immediately. Also, a tantruming dwarf will smash the door without a second thought with hilarious consequences.