I am guessing that you don't know much about researching in England & Wales. If I am wrong, my apologies.
From 1837 onwards all births, marriages and deaths had to be registered with the civil authorities, and the index to those registers can be searched on line.
I cannot find a Daniel Thomas Jones born 1862 in Llanelly.
There was a Thomas Daniel Jones born 1862 and registered in Carmarthen town.
The registers are arranged in quarterley periods and that birth appears in 1862 Qtr Jul-Sep Vol 11a page 639. Birth certificates can be bought from: http://www.gro.gov.uk/gro/content/certificates/Login.asp
They will tell the parents names, father's occupation, and where the child was born.
I cannot find a marriage between Daniel and Sarah in 1894 anywhere in England & Wales.
There is however a marriage for a Daniel T Jones in Newtown, Montgomeryshire in 1889 and one of the possible brides was a Sarah Ann Owen. I say possible because at the time the registers do not match up brides and grooms. If you were to order the marriage certificate, providing you specify both bride and groom, if one does not match you get an automatic refund. This marriage was registered in Qtr April-June Vol 11B Page 257.