Since marriage counseling is not a medically necessary counseling or a cause for medical concern and your health then insurance will likely not cover any cost of marriage counseling.
Some states require marriage counseling before they proceed with the divorce in court and you usually have to pay out of your own pocket for the cost of the marriage counseling.
Marriage should not be taken lightly and you should always be sure that you're compatible with each other and really love each other before getting married because getting married is a big commitment.