You can Google support groups in your area. I am sure that you should be able to find some free ones too.
Your fiancé might be a gentlement but he has a past. A past that was painful for him as a child and a past to where he turned someone life upside down from the abuse he inflicted on them. No words can explain how sorry I am to hear what he went through but anger gets to me after I hear about what he did to this innocent child who is now an adult. He took her innocent away that can never be brought back.
At this time I am glad that I am not in your shoes and don't if I would be able to fill those shoes because this is a lot to deal with. And this can take a toll of you mentally. So I think besides finding help for someone else you need to seek help for yourself. You need to know the pros and cons of marrying a sex offende especially if you plan on having a family with him.
This is all I've to say for now but if I think of something else, I'll let you know.