I'd like to explain intimacy as being able to share your dreams, your past, things you are ashamed about, your fears, and worries with your partner, and feeling closer to them after doing so. Now it's very possible that your partner may not be capable of intimacy with you, and you may not know until you're hurt or feeling shut out. But this is why intimacy is a risk you take. There is no guarantee of reciprocity. Most people are capable of intimacy (some definitely are not), but it really can depend on the person and the timing. That is why many relationships that start as platonic, usually do not go beyond that. And slow building relationships, can become unexpectedly intimate.
What can help you build intimacy in your romantic relationship starts with you. Your own ability to identify your fears, feelings of shame, etc. and accept them in yourself enhances your ability to share these intimate parts of yourself to someone else. It usually works best to build intimacy slowly, by sharing deeper parts of yourself as the relationship progresses and as your partner expresses validation and positive regard towards you. Showing only the "best" side of yourself may help at the start of the relationship, but it may leave you feeling fake. As silly or cliche as it may be, deep inside we all really just want to be accepted for who we are. Being able to share and be your true self is intimacy.