Not necessarily. My first marriage began with little ceremony, though we were both quite young and hardly knew better. We had been out camping, as we often had, and there under the stars, we promised to love each other for always, and then he lay me down in the grass, and that was enough in our eyes and those of the Valar. Of course, seeing as I had wed the son of the High King, we had a proper celebration with feasting and dancing some weeks later at our parents' insistence. But that is all an Elf needs to be wed: a wholehearted promise, and then the bodily union makes the marriage.

...of course, it is but one certain act that seals the bond, and it is far from the only option of pleasure.