My brother lives with my grandparents they have guardianship of him, but he wants to live with me and my fiancé and 2 1/2 month old baby.He is 14 years old, my question is what do I have to do to get custody of my brother?

One the grandparents can sign to allow him to come. Or you can sue in court for guardianship of him.

But seriously does a young couple with a new baby need the responsibility of a 14 year old, I know you love your brother, but is your fiancé really ready for this responsibility, young couples have enough regular troubles