To be able to have a baby you must reach Player Level 10 and be married to a Sim that lives in a household you control. If you marry someone from outside of your household they will move in but without an additional character slot you will not be able to control them which will means you will not be able to adopt or have a baby with them as they are not a comptible partner. At Player Level 11 the 'Unlock Babies' option will become available in the 'Shopping' menu and you will need to purchase a bassinet, or a crib to place in one of the rooms in your house. Once you have placed the bassinet or crib in your house you just need interact with it and choose whether to adopt a boy, adopt a girl or have your very own Sim baby.
You can however if you have the latest version of the game have a baby with someone who has just moved in that you don't control by selcting the 'Adopt' option instead of the 'Have Baby' option.