If I'm pregnant and marrying someone who is not the father , I will have his last name and the baby will have his last name also... but can it be considered fraud if I put him on the birth certificate knowing he is not the father?

In some states whomever you are married to is legally the father regardless of whether he actually provided the sperm.

You are marrying someone who is knowingly taking the responsibility for a child that is not his, biologically. His name would be on the birth certificate. He would be the father in any real and true sense of the word. Biology alone is just a sperm donation and not the measurement of fatherhood, unless you want to pursue something legally with the biological father. But why do that?

Congratulations on both the baby and the marriage.