There is not much information on how the wedding was performed in the books:
"I took her castle and she took my heart." Robb smiled. "The Crag was weakly garrisoned, so we took it by storm one night. Black Walder and the Smalljon led scaling parties over the walls, while I broke the main gate with a ram. I took an arrow in the arm just before Ser Rolph yielded us the castle. It seemed nothing at first, but it festered. Jeyne had me taken to her own bed, and she nursed me until the fever passed. And she was with me when the Greatjon brought me the news of . . . of Winterfell. Bran and Rickon." He seemed to have trouble saying his brothers' names. "That night, she . . . she comforted me, Mother."
Catelyn did not need to be told what sort of comfort Jeyne Westerling had offered her son. "And you wed her the next day."
He looked her in the eyes, proud and miserable all at once. "It was the only honorable thing to do. She's gentle and sweet, Mother, she will make me a good wife."
Catelyn II, a Storm of Swords
Not much more than that is said about it. The same information as @TheLethalCarrot gives still stands, there are not many Weirdwoods in the south, so most likely they grabbed the first septon they could find and rolled with it.
Another thing to note is that Jeyne Westerling, opposed to Talisa was from the Seven Kingdoms, and holds to the faith of the seven. So it makes more sense since they were both brought up (partially) with that faith.
Jeyne vs Talisa
This is one of the few subtle (ahem) differences between the show and the books. The writers of the show reportedly changed the character Jeyne so much that George R.R. Martin requested them to change her name, to avoid confusion:
57 minutes: He talked about how he suggested that the name of the character Robb married in Season 2 be changed to Talisa, given that this was an entirely new character that book readers would not be familiar with (in the novels, Robb's love interest has a different name and history).
'Game of Thrones' Season 3 Characters And Scoop From Creator George R.R. Martin