Yes. Jinn do marry and they do have children. The way they marry is not known to us yet. We may be able to know the future if Allah wants us to know.
People never knew about microbes, viruses, and the unseen micro creatures. Now we are able to know many things about their life cycles, their life duration, their methods of duplication or reproduction: sexually and asexually. The mere fact that we do not know how the jinn marry and reproduce does not negate their being married and reproduced. The Qur'an stipulates in Surah Al-Kahf (18:50) that they have offsprings. Similarly, the Qur'an states in Surah Al-Rahman (55:56) that jinn and human beings never touched (married) the ladies of paradise.
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