Several times? That just may not be enough. If this was within a week or two, you may not be at the right time in your cycle. Yes, though Family Planning is not 100%, it is based on science. Women are more likely to conceive at certain times in their cycles. I think I would give it a couple months at least if not more.
Everybody is different. Some people conceive very easily. Both my sisters did. One unfortunately at age 14 after having sex with her boyfriend one time, though I love my nephew dearly and I think it was a great wake up call and motivator for my sister to better her life.
My other sister prepared to get pregnant. She stopped using the birth control pill for months, used condoms, and when her husband and her were ready, they had unprotected sex for about a week. THEN they weren't so sure and started using condoms again, but alas my niece Sonja was already there changing their plans back to the "she's having a baby" stage.
Then you hear about people that just don't conceive that easily. I have had PLENTY of accidents (broken condoms), and have never been pregnant. That is good because I have never been ready:) But, I don't worry because infertility isn't something that you can prove based on a handful of unprotected sexual encounters.
I don't know if you have ever heard about people that try and try and try and are unsuccessful. There are plenty of cases where after they decide to adopt, and the adoption goes through, the woman becomes pregnant. Some of the speculations about this phenomenon are that the stress was causing the problem. As the stress levels about not getting pregnant increased, the chance of actually getting pregnant decreased.
Just go with the flow (lol-excuse the pun). Don't get too hyped up about this so soon. Nature has its own rules, and they not fit your desired timeline, but there is probably nothing to worry about. Really I suggest giving this 6 months or so before turning to a doctor.
And, on a side note, why are you trying to get pregnant before your wedding? I mean, since you have already decided to get married, why are you rushing the pregnancy thing? I am not condeming you at all, I am just a little curious.