All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad is His slave and Messenger.
There is no harm in adding one's fiancee as a friend on Facebook or other social networking websites for a certain need, provided that this is done in proportion with the need. If there is no real need for that, then one should not add her because it may result in something undesirable or in evils.
However, the best way to get to know one's fiancee is to ask reliable people who know much about her. For further benefit, please refer to Fataawa 66843 and 86143.
Allaah Knows best.