website provides official details of the ceremony and event:
First, the said chnrch was richly hanged with arras and cloth of gold, and in the midst of the church, from the west door unto the rood, was a scaffold erected of timber, at the end whereof was raised a mount, covered all with red say, and underneath the roode-loft were erected two traverses, one for the queen on the right hand, and the other for the prince on the left, which places served very well for the purpose. The quire was allso richly hanged with cloth of gold, and on each side of the altar were other two rich traverses as aforesaid, for the queenes majestie and prince.
The queen made her entry into the city of Winchester very richly in apparell, on saturday the 21st of July, and was lodged in the bishop's palace, and prince Philip made his entry into the said city on munday after, being the 23d of July; at whose entry the mayor delivered him the keys of the city, which he received, and delivered them back again, being lodged at the dean's house.
On wensday the 25th of July, being St. James's day, the prince, richly apparelled in cloth of gold, embroidered,  with a great company of the nobles of Spayne, in such sort as the like hath not been seen, proceded to the church, and entered in at the west door, and passed to his traverse, all the way on foot; and to the church he had no sword borne before him.
Then came the queenes majesty, accompanied with a great number of the nobility of the realm, the sword being borne before her by the earl of Derby, and a great company of ladyes and gentlewomen very richly apparelled; her majesty's train was borne up by the marquesse of Winchester,  assisted by sir John Gage her lord chamberlayne; and so she proceeded to the church; the kinges and herauldes of arms in their coates going before her from her lodging on foot to the church, where entering at the west door she passed on till she came to her traverse. Then the bishop of Winchester, lord chancellor of England, which did the divine service, assisted by the bishopes of London, Duresme, Chichester, Lyncoln, and Ely, all with their crosiers borne before them, came out of the quier to the mount.
Read the rest here.
The illustration is the CD cover of The Sixteen's Philip & Mary - A Marriage of England & Spain including music by Thomas Tallis, Francisco Guerrero, John Sheppard, Pierre de Manchicourt, purporting to document the Mass celebrated on Christmas Day later that year, when Mary was thought to be pregnant:
On Christmas Day 1554 the Spanish Armada was a long way off on the horizon. Mary Tudor had married Prince Philip of Spain, and in celebration of her pregnancy Tallis had composed the Mass Puer natus, which may well have been performed in St Paul's Cathedral on this special day. For this splendid ceremony the English Chapel Royal and choir of St Paul's were joined by Prince Philip of Spain's Capilla Flamenca to sing music by great composers from both countries. This recording presents a number of works which were likely to have been performed by these choirs on this special occasion.
In due time it had to be accepted that the Queen had suffered a phantom pregnancy. Three years later Philip was King of Spain; Mary died the following year.
Pierre De Manchicourt (c.1510-1558)
1. Jubilate Deo
John Sheppard (c.1500-1558)
2. Reges Tharsis
Pierre De Manchicourt
3. Reges terrae
Thomas Tallis (c.1505-1585)
4. Suscipe quaeso
Francisco Guerrero (1528-1599)
5. Ave virgo sanctissima
6. Ave Maria
7. Pastores loquebantur
Thomas Tallis: Mass 'Puer Natus'
11. Agnus Dei
12. Libera nos