This depends on the context.
On Saturday I will be at my brother's wedding. - The word THE is not required.
(AT - location)
I will be going to my brother's wedding on Satuday.
(TO - pass something, move towards something, movement from one place to another).
Additional note. When forming a question using the verb 'to be', reverse the word order as follows:
It is correct to say. Statement, normal word order
Is it correct to say? Question, reversed word order.