Nice to hear from you again.
You can marry in Finland. Your fiancé should get in touch with the local registry office to learn more about the requirements and the exact procedure (see links below).
But you have to keep in mind that you can't apply for a residence permit based on family ties immediately after the wedding. Your spouse has to have lived in Finland for at least 2 years with a residence permit, before you are entitled to join. That means if you want to live together you either have to wait for 2 years or try to find a way to live in your home country (e.g. through a residence permit for your future spouse). Here you will find further information about the legal framework in Finland (you have to pick the most fittin option from the list):