After your fiance visa petition is approved by the USCIS in the United States, it is forwarded to the US embassy for final processing.
Generally, the US embassy will contact your fiance when his or her case file is received, a case number is assigned, and the embassy is ready to proceed.
Consular processing from your perspective consists of gathering the original (and copy) of required supporting documents; preparing and submitting the Department of State application forms along with the requested documents; paying the visa and medical examination fees; attending the medical examination; and finally, attending the consular interview.
The steps required differ from country to country.
Please find the consular processing package and procedures from popular US embassies around the world. I try to keep this information as current as possible, but you should always check with appropriate U.S. embassy web site for the most up-to-date information.