Well if you dont mind me spoiling you...no they are not together. And actually he was never really dating her. He was dating her as an undercover agent. If you can find that ep (sorry I dont remeber the name) I would highly suggest watching it. :-)
No Tony & Jeanne are not together. He did date her, but it was for an undercover mission. He ended up falling in love with her while undercover though. Basically La Grenouille (Jeanne's father) is aware of Tony's true identity. Tony's car is blown up & La Grenouille asks Jenny Shepard for help, which she does not give. The team looks for him, goes to his boat & they think they have just missed him until the screen shows La Grenioulle's corpse in the water. Jeanne says she saw Tony shoot her father, but she didn't... when she's brought to NCIS Jenny talks to her & she admits that she lied. There's a heartbreaking moment where Jeanne asks Tony if any of it was real & he says no. Sad scene!