Thanks for your query.Based on the facts that you have posted it appears that you have developed UTI after unprotected sex with your fiance and worried about having acquired STD
Since you had a sex with your fiancée who is known to you ,it is unlikely that you have acquired either STD or HIV .It may be just UTI due to vaginal infection
that she may have .
However if you want to be sure about it please get basic test for STD called VDRL
test and screening test for HIV done to allay your anxiety