Yes. They absolutely should. No sense of pudor or fear of “having impure thoughts” should keep such a conversation from taking place. You are preparing to get married. It’s very important to ensure that “everyone is on the same page” about this, and about everything. If there’s too much of a failure to have a “meeting of the minds” on matters in general, then perhaps this isn’t the person you should marry.
Not sure where you’re getting the first part of this. “Never” and all those “evers” are just part of Catholic sexual morality, and we need to recall the words of St Dominic Savio, “death before sin”. The end never justifies the means.
Ideally, both spouses should be virginal, should have conducted themselves chastely throughout all of their lives, and shouldn’t have a lot of preconceptions about “what sex should be like”. If you’ve developed a “taste” for things being this way, or that way, then perhaps it is part of the temporal punishment for mortal sin, to have to fear being out of sync with your future spouse. This said, people have different libidos and different senses of urgency, for lack of a better way to put it. It’s something that has to be discussed. I speak from my own experience. My wife and I discussed it to some extent, but not the extent we should have, and it made for some pretty considerable problems later on. Anything beyond this would be unchivalrous and entirely TMI, so I’ll leave it at that. Have the talk.
Nature rarely fails to provide the basic “things” that are needed for a couple to have a mutually fulfilling intimate life. Every couple is different. And there is a huge psychological factor.