My fiancé is a permanent resident in Canada.I want to go to him.How should we approach?
What should we do?

Please provide more info... as much as possible.

You would have to get married for him to sponsor you but yes.

Though, how did he get his permanent resident status, it wouldn't work if a previous spouse or fiancée got HIM into Canada and now he is trying to re-marry and do the same with you.

But in general yes, someone can be only a permanent resident and sponsor a spouse.