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At first, their relationship is merely a political act of rebellion. Their entire purpose of being together is for them to express their anger and frustration with the Party and its repressive tactics. Being together is a way for them to feel like live, real, human beings with emotions and instincts that exist, instead of like mindless drones with no minds or individuality whatsoever, which is what the Party fosters. In fact, during their first tryst, Orwell even states that
"their embrace had been a bttle, the climax a victory. It was a blow struck against the Party. It was a political act."
However, after their first few meetings, their relationship turns from merely political rebellion to actual personal care for each other. It blossoms, eventually, into love. And for Winston, Julia's insight into the Party, her experiences with rebellion, and her willingness to hate and decry the Party, are all strengthening forces in his life. They give him a reason to believe in himself again, they help him to gain more momentum and strength in his own personal rebellion. His relationship with her is precious; it gives him the only happiness he can ever remember.
Near the end, it is their love for each other that keeps them from breaking down underneath the oppressive, brain-washing torture of the Party. It is the one thing the Party can't get at--until they do.
I hope that helps; good luck!
At first glance, the relationship between Winston and Julia appears to be purely physical. We know that Julia has had sexual relationships with many Party members, for instance, and that Winston is very much attracted to her. But, as their meetings progress, it becomes clear that there is more to their relationship than the expression of sexuality. Julia's positivity and energy act as an antidote to Winston's fatalism, for example, and he confides in her his memories of youth, including the disappearance of his mother.
Furthermore, they are also united by their mutual hatred of the Party and, in Part Two, Chapter Eight, they go together to O'Brien's apartment where they join the secret resistance movement called the Brotherhood. They vow to do anything, even murder, to bring about the demise of the Party, but they both agree that they cannot betray each other. This demonstrates the strength of their (genuine) love for one another.
That Winston and Julia eventually betray each other is the book's ultimate tragedy, demonstrating, above all, that totalitarianism can destroy anything—even love.
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