Family-based immigration has two major segments -- the I-130, and either the I-485 or DS-230 (there are other associated forms at each stage, but I-130, and I-485/DS-230 are the major ones).
The I-130 is for establishing basic eligibility, such as the fact that the petitioner is a US citizen or permanent resident, and that the intending immigrant has a qualifying relationship with the petitioner.
Then there is the I-485 or DS-230; you don't file both. This is when they go into additional detail and scrutiny, such as financials of the sponsor, and criminal background checks and medical exams on the intending immigrant. I-485 is for those who are already inside the US and will stay in the US to pursue the rest of the process. DS-230 is for those who will pursue the rest of the process through a US consulate.
In your case, since you are not married yet, you have the option of I-129F (K-1 fiance visa) instead of I-130. With this route you would first interview for the visa at a US consulate, and then after entering the US with the visa you get married (within 90 days after entry) and then file I-485 to complete the process in the US.
