This is a tough one to answer as there is no real agreement over it between historians. The source for the whole Anne and Percy story is George Cavendish's biography of Cardinal Wolsey who talks of a secret love that grew between the couple and how they were intending to marry. According to Cavendish, Henry VIII put a stop to the marriage, through Wolsey, and a marriage was arranged between Anne and James Butler and Percy was married off to Mary Talbot.
In 1532 Mary Percy claimed that her husband had admitted to her that he had already promised himself to Anne, that there was a pre-contract, but both Percy and Anne denied this. Eric Ives in his biography says that there was probably some kind of relationship between Anne and Percy but says that it is impossible to know the actual level of this. Chapuys, the imperial ambassador and a man who hated Anne and who always referred to her as "the concubine", wrote of how Anne married Percy in 1527 and the marriage was consummated but this is thought to be rumour and there is no evidence, and Anne was already being courted by the King in 1527.
Retha Warnicke writes of how Anne's secret meetings with Percy led to "an exchange of de futuro marriage vows, which the Church considered binding only if they were followed by sexual intercourse". Obviously we don't know what really happened between the couple and whether Wolsey and Percy's father broke them up before the betrothal or before consummation.
In the annulment of Henry's marriage to Anne in 1536, the decree referred to "certain just true, and lawful impediments, unknown at the making" but this could refer to Percy, the arrangements for a marriage between Anne and James Butler, or anything really!
I guess this matter will always be a mystery but I for one do not believe that Percy and Anne consummated their relationship.