As is so often the case in sexual matters, there is not just "one way" to do something. (Is there just one way to "kiss"? Obviously not!) When the couple are physically connected through the union of penis and vagina, they can move and act in various ways.
The initial entry is often a very wonderful moment, since it is often powerful for the wife -- eliciting a shudder or moan -- in a way that makes it very powerful for her husband. Of course, as in all aspects of the marital act, the husband should be sensitive to how his wife feels, how she likes to be entered. (One of the more sensible, practical sides of the Kama Sutra is the recognition that the genitals of a man and a woman vary in size, and the relationship of the sizes in a couple has an impact on their marital lovemaking. Whatever the relation, each spouse must be sensitive to the capacities and needs of the other. Men, in particular, have to have a sensitive care in uniting with their spouses.)
Once a man has entered his wife, there are many ways to move. Sometimes, just moving around very slowly, or perhaps entering deeply and simply holding it there briefly, can give great pleasure. As always, a focus on her, and communicating love, tenderness, and passion are what should guide a man.
But one of the most natural and key elements of sexual intercourse is certainly thrusting, since the movement back and forth in the vagina stimulates both husband and wife and helps to create a rhythm between them. It also is a manifestation of the man coming to, pursuing, acting on, and giving to his beloved, and of the wife receiving, and responding to, the action of her husband. (That response may sometimes, especially as orgasm approaches, be corresponding thrusts of her own.)
The form of thrusting can vary: shallow or deep (which may affect the pleasure of both husband and wife, in different ways), at various angles, with various speeds. It can follow a pattern that is consistent or shifting. The thrusting can sometimes be slow, at other times somewhat faster, and sometimes very fast (though a man ought to be careful about assuming that faster is better -- that is not always the case, at all). It is probably more common to start with slow thrusting and to move eventually to faster thrusting, but the pace can be varied.
I'm aware that there are ways to have marital intercourse that don't involve thrusting -- the coital alignment technique is the most obvious one -- and I'm not saying that thrusting is necessary. It just seems to be the most typical way of having marital relations, and thrusting is, as I said above, somewhat a reflection of the general role of male and female in marital lovemaking, despite the great variety of forms that marital lovemaking may take.
But the most important rule is simply to observe what your beloved responds to, what she likes. That may not be the same every time. So just paying attention, experimenting a bit, seeing what she likes is the most sensible path to take.