Sounds like you and your fiance have moved to the area he works in and he can't just get up and move and go to your hometown, is this correct.? Ask yourself - what is it I want him to do or say? Is it feasible to move ? Do you both have jobs. It is normal to go through separation anxiety when you make your first big move in life. If moving close to your family is not an option for valid reasons of his, what can you do? This is the descision You must make. What are your priorities? Your future husband or your family? These are hard questions you have to ask yourself and answer. Being honest now can alleve future heartache. Good luck .
I think it would be a good thing to just tell your fiance that you are feeling unhappy, lonely, and that your family and friends play a hugh part in your happiness. I believe if he loves you enought he would want to make you had.
If you can't communicate about your feelings, that might be a sign that your are not well-matched. However, there are ways to meet other people; see if there are any events in the area that you care about. In my area, you can go online to my city's website and see events.