Whether you think they did the right thing is very much a matter of opinion and perspective. It's important to look at their actions and the actions of Romeo and Juliet to decide whether you think they did the right thing. Regardless of what side you choose, you should be prepared to back up your argument with facts from the play.
On one hand, they were wrong to keep the marriage a secret. Romeo and Juliet are so young, while the Nurse and Friar Larwance are adults who should have known better. The two young lovers could not have known the implications of their actions, but the adults should have seen that what was happening could only lead to trouble; therefore, they should have told someone about it. Moreover, the Nurse is employed by the Capulet famlily, so it should have been her job to tell the family about the girl's secret.
On the other hand, it could be argued that Romeo and Juliet were determined to be together no matter what, so it wouldn't have made any difference had the Nurse and Friar told someone. This is where the idea of fate comes into play. We know Romeo and Juliet are star-crossed lovers who are destined for tragedy, so the fact that Friar and Nurse stay quiet about the marriage only play into fate's hands. Additionally, Friar and Nurse feel loyalty to the two young ones, and they seem to believe that Romeo and Juliet can be happy together, even though they have bad feelings about what they are doing.