Do her documents for example the marriage certificate and her birth certificate need to be legalized so they are valid here?

In a marriage-based adjustment of status case it generally is necessary to supply evidence that the marriage took place and was valid, and this usually involves filing a photocopy of an official Marriage Certificate and being prepared to show the original Marriage Certificate to the USCIS adjudicating officer at the adjustment of status interview that would be scheduled prior to case approval. Of course, there are many other supporting documents that will be important to provide and many other details that determine immigration-related eligibility. It would be wise for you and your Cuban citizen spouse to consult with an immigration attorney who, after learning all of the relevant information, could advise about eligibilities, options and strategies to attain your goals, and who then could offer legal representation in the often complex application process.

By "legalized," what do you mean? If you mean that the 60-80 pages of forms and proper evidence must be filed with the medical and nearly $1800 of filing fees, with the interview and review of the marriage, then the answer is, yes! You probably should hire a competent and experienced immigration attorney to counsel you and explain the three step process that can take three to five years or more. Good luck. The above is general information, not legal advice, and does not create an attorney client relationship.