You and he will need to complete premarital preparation in the Catholic Church. You will need permission for a mixed marriage, and a dispensation from Catholic form in order to marry in your fiance’s ecclesial community.
The first step is for the two of you to make an appointment with your parish priest. There will be marriage prep classes and paperwork necessary.
You will also be required to promise that you will baptize and raise your children in the Catholic Church.
Undertaking a mixed marriage is a serious thing. There are many serious differences between the two churches. During marriage preparation, your priest will help you discuss potential pitfalls.