The I-129F will not be automatically withdrawn, but it would be denied if/when USCIS figures out you are married. It is not required that you withdraw the I-129F, but it would help USCIS and other petitioners if you do. Upload your I-129F withdrawal letter to the additional documents section of the I-130 online form. Same section where you upload the bona fide relationship evidence. In your withdrawal letter, make sure to list the I-129F receipt number. It may take USCIS a while to reflect the petition withdrawal in their system, so don't be surprised if you get an approval notice for the I-129F even after submitting the I-130 with your withdrawal letter.