A married copy is a book paired with a dust jacket, or occasionally a volume, that did not start life with it: a first edition wearing a later printing's jacket, for example, or a book from one set joined with a volume from another.
How to spot it
Check that the jacket matches the book's printing. The price on the flap, the reviews and blurbs, the list of the author's other books and any printing statement on the jacket should all be right for the edition and date. A jacket that quotes reviews of the book itself is usually from a later printing. Check the fit as well: a jacket that is too tall, too short or folded differently may belong to another copy.
What it does to value
Marrying is common and legitimate when described honestly, and a correct jacket from another copy of the same printing is generally acceptable to collectors. A later jacket on a first edition lowers value significantly, because the first-issue jacket is often the most valuable part.
Read dust jackets explained for how to date a jacket from its flaps.