I go to church every week. Can I do ash Wednesday if I never receive communion because I was not married in the church.

See here we have silly Church rules interferring with a person's religion. Have you been ex communicated, if so, why are you going to that Church. If not, get your relationship with the church sorted out or go to a place where you are accepted

Ash Wednesday is not a sacrement, it is a custom and practice of the church. If you are meaning going to the service, and being blessed with the Ash's, yes ( although it is a little late at this point with my answer)
If you also mean fasting and/or giving up something for Lent, you can do that also

Also, you should be able to take the sacrements if all you did was to get married, outside of the church, have you visted and discussed this with the Bishop