Weddings are up to you, and range from a small, private affair handled in the manor with the father of the bride and your squire, all the way to a grand feast (with the costs associated with a feast). As marriages in this age are matters of business, there's no expectation that there would be a huge feast or anything, but it would count as conspicuous spending if you had one, and you would gain 1 glory per ?1 spent.