Try watching porn and viewing erotic images to see whether they arouse you. If you find something that does, try masturbating. Also, buy some sex toys and see what happens. All this should tell you whether you're sexual or asexual, straight or gay, and whether your clitoris works in the usual way.
If you're sexual and straight (or bi) you should then consider whether your fiancé turns you on. If he doesn't, are you happy to have an asexual relationship with him? If he does, maybe have him focus on giving you erotic massages, going down on you etc - everything other than vaginal sex - so you have an enjoyable sexual relationship with him. Most girls don't climax from vaginal sex, so maybe don't do it, or have it as just one of the things the two of you do together.