In view of the particular character of the function of a legate: 1/ the seat of a pontifical legation is exempt from the power of governance of the local ordinary unless it is a question of celebrating marriages; 2/ after he has notified in advance the local ordinaries insofar as possible, a pontifical legate is permitted to perform liturgical celebrations in all churches of his legation, even in pontificals.
Source: Code of Canon Law (Vatican.va)