Some people in my relations pass very dirty and sexual comments to girls and they say once you are married you are supposed to involve in these talks, is it fair?

Is it fair? I suppose so. If anyone is insulted or made unhappy, then it shouldn't happen.

What Country?

India

You can't control what others say or how they behave. You can control what you say and how you behave. While you may not be able to control some of the people you are around (such as family, classmates, and coworkers), you can control who your friends and acquaintances are. If you disapprove of their behavior, perhaps you need to find friends who have values closer to your own.

If coworkers are making the comments, then you may be able to ask them to leave you out of it. If it continues could you report their behavior to someone in a position of authority or the person who handles employee problems including sexual harassment? You should not be made to feel uncomfortable in the workplace.

When you are married, it will be between you and your wife/husband as to how you talk to one another. Since you will be involved very intimately with your wife what seems like inappropriate comments now will take on a very different meaning then. As a couple you will need to be able to share your likes, dislikes, needs and desires. How you convey those thoughts will develop out of how you learn to communicate with each other. It won't seem as inappropriate when you are sharing them with the person who shares your bed and home.

When people talk to someone else or among themselves in a way that is offensive to me I either walk away OR say, "Please, that's offensive" and the conversation changes.

Just because everyone else behaves badly doesn't mean you need to participate.

I've had guys in our group of friends make little remarks in a joking manner. I just ignore them.