In catching moto they were going to but then they had to go back to the arena then in the third book they got married but in never says it, wewe can tell because in the epilogue katniss is describing her children with peeta <3 <3
Real answer: we don't know. We know they aren't married as of the end of the main part of Mockingjay. The epilogue says they have 2 children, a girl and a boy, but doesn't state if they're married then au not.