no they do not
Peeta
Yes, Peeta and Katniss participate in the Games in the book Cathing Fire.
Katniss does not find out in Catching fire, but in the first book, when they are in the cave by the river.
Peeta and katniss get married
Peeta.
Katniss Was Passed Out And Peeta was still in the arena
Peeta and Katniss.Catching Fire revolves around Katniss's fake pregnancy with Peeta's child and their marriage. There is small Katniss/Gale mentioned, such as Gale's quick kiss with Katniss, but the main pairing is Katniss/Peeta.
Beetee,Katniss,Peeta,and Johanna, all make it out of the arena in catching fire.
**This answer will contain spoilers! Don't read unless you're not planning on reading Hunger Games, Catching Fire, or Mockingjay!**Throughout the story Katniss is never "with" Peeta, it is mostly an act. In Catching Fire, Peeta stages a proposal for the capitol and she says yes, but later they break this off because they're busy escaping from the capitol.
Katniss takes her pin, Peeta takes a locket.
Katniss and Peeta go back into the Games. Snow wants them both killed but Peeta has a plan to have Katniss survive.
No. Peeta never yelled in his sleep, Katniss was the one who always screamed.