South Africans need a visa for just about everywhere including the UAE. Your best bet is to get your fiance to apply in the Uae on your behalf. Otherwise get her to send you a letter addressed to the UAE consulate in SA inviting you for a visit. Either way it involves a bit of leg and paperwork.
You need to be aware that there might be issues with you (male) visiting her (female) and not being related or married. No quick fixes...