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What type of documents are needed??
And one another question actually we have done court marriage so can I go there on dependent??
 
And one another question actually we have done court marriage so can I go there on dependent??
There is no such thing as a 'court marriage'. You married before the Marriage Registrar in a civil marriage.... and not a traditional, religious marriage ceremony. It is legally valid.

Yes, you can apply for a SOWP (Spouse Open Work Permit)
 
SOWP are not guaranteed as the spouse of an international student but you can apply.