About marriage and its necessity for both having intercourse and pregnancy
And it is sunnah because it is the practice and recommendation of our prophet ():
Imam al-Bahuti البهوتي said about "nikah" (marriage in Islam) in his ar-Rawd al-Murabba' the commentary on zadZaad al-Mustanqi' الروض المربع شرح زاد المستقنع -see here-:
In the following I'll translate from Arabic language,a s the translation is of my own take it with the necessary care!
Further note that the terms are defined from the male perspective!
Rights (and duties) of spouses after marriage
But you asked about the necessity of intercourse or the procreation of offspring:
Anything else than above is a matter that the to be spouses should agree upon in best case before getting married. See for example fatwa islamweb #156219, which shows that it is basically permissible to get married and not have intercourse, when mutual agreement is given.
But If any of both wants children it is his/her right to have them (be it with the spouse after agreement or by a new marriage).
Nevertheless you should be aware that you'll hardly find a (young) husband or even a (young) wife that would reject having intercourse at all.
Therefore expecting a sane (young) person to accept or agree about not having intercourse after marriage is rather an unworldly illusion.
A bit off-topic: Mahr only becomes obligatory if marriage was consumed
Especially as the consensus is that mahr is only a due on the husband after consumption of the marriage (by intercourse) based on (See also: After divorce followed by converting back to Christianity, does an ex-wife need to return the meher?):
Spouses are allowed to find mutual agreements one could also remain unmarried
Or you may remain unmarried as this certainly is permissible. Even if many scholars hold the opinion that it is wajib if one is able to afford (age etc.) it.
Note that in worst case talaq is an option too.