Yes, you will not get any marriages in 1930-1940 really unless you find something which gives you the original images. Ancestry, findmypast, familyrelatives all have this function but you generally have to pay for it.
It's worth checking with your local library to see if they have the library edition of Ancestry, since if you're just starting out I don't think it's worth getting a year's subscription.
On Ancestry, for example, they list two different indexes - the 'Partial FreeBMD Indexes' are searchable by name - i.e. you can put in William Owen and get back a bunch of hits, but not everything is in there. 1930-1940 will have very little coverage.
What you want is called the 'Complete BMD Index' on Ancestry. Then you must select a year:
http://content.ancestry.co.uk/Browse/list.aspx?dbid=8965&path=1940 (this should hopefully show you 1940). Then there are four quarters in the year. For each quarter, there are alphabetical indexes.
So to search properly from 1930 to 1939, say, you have 10 years, 40 quarters, 40 pages to look at. It's probably best to find the birth first and then work backwards from that year.
On findmypast you want to choose 'Browse' for births, marriages, and deaths:
http://www.findmypast.com/Pre84BrowseStartSearch.jsp - then choose marriages, the year, the quarter, and then the page you're interested in. i.e. for 1940, Jan-Mar quarter there's a page that covers OWEN, Lilian E - OWENS, Gwenith M. Any Williams in that quarter will be somewhere on that one page.
Marriage indexes give you the surname only of the other party, so if your William married an Elizabeth Smith, you will see the surname Smith next to his entry. You can then look up the Smiths and see which one has the same reference number.
If you look up the birth index of the child, it should give you the maiden name for the mother.
