Can you please help me by telling me what is the first steps to adopt my fiancés 2 girls they have got there mothers last name she was never married to there fathers

Find out if the fathers will sign off on their rights. Married or not they have parental rights.

Step #1 Get married! In most area (Any question on law needs to include your general locale as laws vary by area) a marriage of 6-12 months is required for a step parent adoption.
Step # 2 Hire an attorney. I would not recommend any adoption, especially a step parent adoption without one. You may want to reverse the steps as a local attorney can tell you whether you need to be married first.

As noted, the father being married to the mother makes little if any difference. The legal/bio father still has rights whether married or not. If he refuses to approve the adoption, it will be much harder, maybe impossible, to get the courts to agree.

P.S. For future reference, please be more careful in choosing a topic to post in. You posted this under the Support topic which is for questions about how to use this site. You had to scroll past the Family Law forum where I moved this to.