All perfect praise be to Allah, The Lord of the Worlds. I testify that there is none worthy of worship except Allah, and that Muhammad is His slave and Messenger.
You have done well by repenting from what happened with that woman. It is incumbent upon you to be cautious in the future to avoid laxity in dealing with foreign women, such as being alone with them and the like, as that can lead to immorality. We ask Allah, the Exalted, to preserve your religion and facilitate marriage for you.
Sharee'ah does not obligate you to inform your fiancée of this sin. In fact, it is not permissible for you to disclose it to her. The one who repents from a sin must conceal it. Ibn 'Umar reported that the Prophet said: “Avoid these filthy practices which Allah, the Almighty, has forbidden. He who commits any of these should conceal with Allah's Most High Veil (i.e. should not speak about it), and should turn to Allah, the Almighty, in repentance.”
Allah knows best.