Hiya
It means that if he did marry in Surrey, then it's not been indexed. Also, there is no entry on the IGI, so not indexed there either. Nor in the non-parochial BMDs (non-conformists).
So, it's either look at the parish records themselves, or, he may have married outside the area.... many couples married up in London for instance.
I assume that George Jacob Powley son of John & Martha, baptised 1827 Egham is a grandson? He's in the preliminary index of Surrey Baptisms.
Julie