J.F.
I went through this briefly, as well, when pregnant with my second. My husband is not my son's biological father, but has been in his life since he was a year and a half old.
My husband started having Daddy-Caleb days where it would be just the two of them. Since then, we've never had another temper tantrum. He loves being a big brother, and loves to help take care of his baby sister.
Don't be afraid that your fiance will only want to care for his biological child. He's not just marrying you, he's marrying BOTH of you. If he didn't want your daughter, he wouldn't be in your life at all.
Maybe sit down together as a family and discuss what it will mean to have the new baby. Make sure your daughter knows that yes, things will change, but the love you two have for her will always be the same. The new baby is just one more person to love and be loved by.