You can claim both your fiance and her child as "other" dependents on tax return as long as they both lived with you all year. You would still be single not Head of Household. Once you are married you will file Married filing jointly and claim her child as if it were yours. Here are some very helpful links:
Rules for Claiming Dependents on Taxes
Can I Claim a Boyfriend/Girlfriend as a Dependent on Income Taxes?
Your partner and the children must be a member of your household, meaning that they lived with you for the entire calendar year.
