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The group \\(\\Gamma\\) acts on the Einstein universe \\textbf{Ein}\\(_3\\) as a discrete group of conformal transformations. This action is properly discontinuous on a subset conformally equivalent to \\(\\mathbb R^{1,2}\\), and a natural question is to know if the action remains properly discontinuous on a greater open set, intersecting the boundary \\(\\mathbb C_\\infty\\). The author answers this question in an affirmative way in the case where \\(\\Gamma\\) is Drumm's affine Schottky group.  The main result of the paper is stated as follows: For each affine Schottky group \\(\\Gamma\\subset\\text{Is}(\\mathbb R^{1,2})\\), the Margulis space-time \\(M_\\Gamma=\\mathbb R^{1,2}/\\Gamma\\) admits a conformal boundary \\(\\partial M_\\Gamma\\). More precisely, there is a closed subset \\(\\Lambda_\\Gamma^\\infty\\) of \\(\\mathbb C_\\infty\\), such that:  (i) The action of \\(\\Gamma\\) is free and properly discontinuous on \\(\\Omega_\\Gamma=\\)\\textbf{Ein}\\(_3\\setminus\\Lambda_\\Gamma^\\infty\\), and \\(\\Omega_\\Gamma\\) is the biggest open subset of \\textbf{Ein}\\(_3\\) containing \\(\\mathbb R^{1,2}\\), having this property.  (ii) The quotient space \\((\\Omega_\\Gamma^\\infty\\cup\\mathbb R^{1,2})/\\Gamma\\) (where \\(\\Omega_\\Gamma^\\infty =\\mathbb C_\\infty\\backslash\\Lambda_\\Gamma^\\infty)\\) is a smooth manifold with boundary, whose interior is conformally equivalent to the Margulis space-time \\(M_\\Gamma\\). The boundary \\(\\Omega_\\Gamma^\\infty/\\Gamma\\) is a finite union of cylinders \\(\\mathbb R\\times\\mathbb S^1\\), each endowed with a conformal class of degenerate metrics.  (iii) There is a two points compactification of \\(\\Omega_\\Gamma^\\infty/\\Gamma\\) denoted by \\(\\partial M_\\Gamma\\). The space \\(M_\\Gamma\\cup\\partial M_\\Gamma\\) is singular in these two points. 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