In the original epic, Sati and Shiva get married with Daksha's consent. Daksha is not happy about the marriage, but he consents because the Gods (headed by Vishnu and Brahma) tell him that Sati is destined for Shiva only. After the marriage, Daksha insults Shiva by not inviting him to his yagna, and that is when Sati immolates herself. Furious at Daksha for this, Shiva wages a long battle with him and cuts his head off, later replacing it with a goat's head when the Gods beg him to restore the Prajapati's life.
In this serial however, with the way they added so much fiction and weird obstacles to Sati and Shiva's love, I have no clue where they're going or when the marriage will happen.