"They have married since March" means that they wake up every day, she puts on a white dress, he puts on a suit, they invite over all their friends and family members, make them sit through a ceremony and then throw a big party. Then they go to bed and do it again the next day. Every day. Over and over and over again.
I don't think that's what you mean.
If they only did that once sometime in March, you would say "They have been married since March."