All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad is His slave and Messenger. We ask Allaah to exalt his mention as well as that of his family and all his companions.
First of all we are delighted to hear the good news and we congratulate you on embracing Islam. Praise be to Allaah who guided you to the straight path. Allaah says (interpretation of meaning): {Say to those who have disbelieved, if they cease (from disbelief) their past will be forgiven.}[8:38].
Allaah further says: (interpretation of meaning) {Except those who repent and believe (in Islamic monotheism), and do righteous deeds, for those Allaah will change their sins into good deeds, and Allaah is Oft-Forgiving, Most Merciful.}[25:70].
As regards your question, there is no doubt that receiving pictures of women and visiting porn sites are forbidden acts. We instruct you to advise this fiancé by writing to him or speaking to him directly without being in seclusion with him and in circumstances that would not lead you to be seduced by him. You have to remind him of Allaah and about the bad fate of what he is doing. If he takes heed, repents and becomes righteous, then Alhamdulillah (All Perfect Praise be to Allaah).
However, if he persists on what he is doing, there is no harm for you to invalidate the engagement because there is no good in getting married to such a person. Allaah may grant you a better husband instead, as Allaah says (interpretation of the meaning): {But perhaps you hate a thing and it is good for you; and perhaps you love a thing and it is bad for you. And Allaah knows, while you know not.}[2:216].
Allaah knows best.