Naturally, paintings on the theme of Saint Catharine's mystical marriage are about her consecrated virginity. You can get more details on this one here. Because of Catharine's association with Jesus as a baby, paintings of the mystical marriage sometimes portray her as marrying the Infant Christ - an arranged marriage one might say, arranged by Heaven. You can find some examples at the online iconography webmuseum.
The theme of the mystical marriage plays an important role in traditions about Saint Catharine of Alexandria (it celebrates the Virgin aspect of her Virgin-Martyr status), and is a basis for the tendency to see Catharine as a symbol of the Church (the Bride of the Lamb). This aspect of the Catharine tradition is discussed in a two-part article by Paul Carus. Part I. Part II.