I did a lot of research on this, and I'm still not sure if I'm right about this. But this is what I got if you're from Ontario:
You have to apply for a marriage search online. To do this, you need a search letter. You get this letter by filling out a Marriage Certificate Application Form and check off the box that says "Search". I know it sounds weird to be filling out the marriage cert application because you're not married yet, but it has a marriage search area on it.
If you have any questions, you can call the Office of the Registrar General at 1-800-461-2156, or if you're in Toronto 416-325-8305.
If you're from outside Toronto, I have no clue. But it's probably similar.