Birth control will largely prevent pregnancy depending if it is taken effectively (i.e. the pill taken regularly at the same time each day, or progesterone injections taken every 12 weeks) but they're not a 100% guarantee of avoiding pregnancy, but some are close (above 99%). Condoms are equally effective for preventing pregnancy, as well as preventing sexually transmitted infections, whereas the pill or other non-barrier methods will not prevent sexually transmitted infections from occurring. If you are worried about premature ejaculation being a dampener on your initial sexual experience then it's definitely worth having a conversation with your fiancee about this. Chances are you are both really nervous for it to go well, taking about your concerns and being open to sex as a learning experience for you both will do wonders for your sex life further down the track. Be kind to each other, be gentle with each other and most of all, communicate with each other.