B.D.
If your husband was not baptized in any religion than I don't believe he is any religion (in the eyes of the chuch). If he wishes to become Catholic than he can go through the RCIA program in which he will make his sacraments.
I don't believe you both need to be Catholic in order to be married in the Catholic Church. I am sure they would be thrilled if he wanted to 'convert' and go through the RCIA program.
As for godparents, are your fiancee's picks practicing any religion? I know some priest will let you have one Catholic godparent and one Christian witness but they would need a letter from their pastor. If they are not practicing any religion (or a non christian religion) that could be a problem.
If you are not a practicing Catholic or have a church to call home you may want to consider attending one and registering with one. That would be your ultimate first step. Then I would set up an appointment with the pastor to get all of your questions answered.