Why don't you tell your fiance that you have looked at a few inter-racial sites on the internet out of curiosity, because one of your friends was talking about it. Tell him that your eyes were popping out of your head with surprise of what you saw and read.
Refer to a particular site, and ask him to look at it with you and have a few laughs together. He can only refuse - but he will probably say yes, and might show you some other websites as well.
A woman can introduce this kind of stuff, a man is scared you will dump him and tell your friends he is a sexual weirdo.
The ball is in your court, honey, so talk to your fiance after he has had two glasses of beer and is relaxing. Only good can come our of such a discussion, to bring you both emotionally closer.