No, nuns are not actually married to Jesus. It’s a form of figurative speech to say nuns are the spouses of Christ.
In reality, as members of the Church, the Bride of Christ, we are all called to be “spouses” of Christ. Now since religious have taken vows not to marry a human spouse so that they may focus on Lord, they are an external witness to that unity with Christ to which we are all called. Their celibacy enables them to “thinketh on the things of the Lord” (1 Cor. 7:34) and is an encouragement and example to us non-religious of the detachment we should have from creatures and the attachment of love we should have for Christ.
“In the consecrated life particular importance attaches to the spousal meaning, which recalls the Church’s duty to be completely and exclusively devoted to her Spouse, from whom she receives every good thing. This spousal dimension, which is part of all consecrated life, has a particular meaning for women, who find therein their feminine identity and as it were discover the special genius of their relationship with the Lord.” (Vita Consecrata, no. 34)
To sum up, the religious more perfectly lives the spousal relationship with Jesus to which we are all called as members of the Church, the Bride of Christ. Nevertheless, the terms marriage, spouse, *spousal, *etc. are only symbolic terms used to describe spiritual realities.