Hello @Hazel - nice to hear from you again!
We had a similar question in the community recently. Please check out the information provided here: https://www.wefugees.de/k/questions/2245
The most important information in short:
In Germany the registry office (“Standesamt”) is competent for marriages. Your fiancé should go to the Standesamt in her city and ask them which documents you need to provide in order to get married. After you handed in all the documents you can proceed to apply for a visa.
You need a so-called “Visum zur Eheschließung”. You can apply for that at the German embassy in the country that you live in as soon as the competent German registry office confirmed that all required documents were handed in. If I remember correctly you are having your asylum procedure in Denmark, right? The German embassy in Denmark will then talk back to German aliens department (“Ausländerbehörde”) and issue the visa after they gave their consent.
Source (German language):