Your boyfriend should contact the Lutheran church of his membership. Some Lutheran churches only require one of the marrying partners to be a member; some require both. If your boyfriend's church requires both, then you will be required to take "instruction" in the Lutheran religion, and be accepted as a member.
As to being "married in a church", there are many ordained church pastors who will perform the marriage ceremony without either you or your boyfriend being a member of their church, or any other church.
Marriage is a commitment (a promise) between two people to support, love, and respect each other through good times and bad. If you and your boyfriend marry with these goals, it won't matter whether you are married in a church or at City Hall.