In Winx Club, Brandon and Stella are indeed a couple, and their relationship is a significant part of the series. Throughout the show, their bond grows stronger, but as of the end of the main series and the spin-off specials, they aren’t officially married.
In the later seasons and movies, their relationship continues to develop, and it seems like they’re very much in love, but the show doesn’t explicitly show them getting married. It’s one of those things where the implication is there, but it isn’t a major plot point.
That said, if you’re hoping for more romance and perhaps a wedding, there are some newer specials and films in the Winx Club franchise that might offer more insight or even a potential wedding in future adaptations!