yes its your fiancee that has to apply for the visa
3 main things you have to prove/supply evidence
- relationship is genuine and you have met each other (photos together, emails, YM messenger, phone bills, flight tickets boarding cards etc)
- you can support her in the UK without recourse to public funds (6 months bank statements/pay slips, letter from your employer, P60 etc)
- your accommodation is adequate for the two of you or how many are applying for a visa, if children involved (mortgage statements, description of property, deeds or rent agreement and letter from land lord)
also
the wedding will go ahead (show your bookings/receipts)
passports, birth certificates, CENOMAR
sponsors/support letter from you
thats off the top of my head
and many more