In may of 2012 my now fiancé became pregnant we were split up and seeing other people, however we were still seeing each other. I understood the chance that my daughter may not be mine. But I was there anyway and didn't want to ask. Then an ultrasound determined that my fiancé was 4 weeks more into the pregnancy then we initially thought which would mean my daughter is mine. However my fiancé was seeing one other giy during our breakup. And now he's threathning to go to court get custody etc.. My question is do I even have to go to court for this even after signing the declaration of paternity..

If the other man files, no you do not go to court, the women will, or the court will just order a DNA test to determine. A test should be done, since paternity testing for conception date is off at give or take a week, sometimes more, it is never an exact date

If you believe the child is yours, you can sign the acknowledgment of paternity. If another man also believe the child is his, he can file to contest paternity. If that happens the court will order a DNA test once the child is born.

However, whether you decide to accept this child as your own or not, you should make sure. It is likely to come out at some point and better to know and explain to the child before it comes out.

And now he's threatening (spelling corrected) to go to court get custody etc..
... My question is do I even have to go to court for this even after signing the declaration of paternity..

If you and your fiancée marry before the child is born, or if you sign the declaration of paternity at that time, the law will presume that you are the father and you will have to be named as a defendant in any court action he may institute.

But to answer you question directly: No, you don't have to go to court (assuming he does file in court - Remember, people threaten to sue all the time, so don't hold your breath); you could do nothing and be defaulted.