During it, you have to win over your future spouse through various dialogue options. Start by asking to discuss with them, tell them you're an ardent admirer of theirs and that you wish to offer your hand in marriage then, the courting phase begins. Polygamy isn't a thing in Mount & Blade II: Bannerlord at the moment. Right-clicking people of the opposing sex opens up their Encyclopedia page which lets you see whether or not they're married. You might have to visit a few castles or large towns at different times before you find one that's not empty persistence is key. When near a castle or a large town, either head to the Lords Hall or select the person you want to pursue from the row of portraits at the top of the screen.

The path towards marriage in Mount & Blade 2: Bannerlord begins with finding a suitable spouse.