You could say "they have married", using a verb in the present perfect, but in English, I think it's more common to say that "they are married", using an adjective (or the past participle of the verb as an adjective).
A bit like we'd say "The door is closed" more commonly than "The door has closed" or "The door has been closed" -- those focus on the action, while "The door is closed" (and "they are married") focusses on the continuing state that is the result of that past action.
I had interpreted this (wrongly, I guess) as "they were married." My wife and I, for instance, were married in 1995 (a simple past passive, I think). We are still married (a present passive), and have been married for twenty years (what is that, a present perfect passive?).
I can't think of an exact English equivalent for the word “wedi” as used here, but the very similar word “wedyn” is usually translated as “afterwards”. So, you can think of “wedi” as an indicator that the sentence is all about the situation after the verb has happened. You are tired after tiring, and you are married after marrying.
Your suggestion is good English, but “wed” is a relatively unusual verb in casual spoken English. The volunteer course organisers probably didn't think of it while they were typing in answers by hand.
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