Your fiancé has just been issued with their fiancé visa in Rome. Is he now in the UK?
Have a look at
this webpage from Birmingham Register Office. It sets out the procedure that the two of you need to go through in order to get married in the UK. OK you may not be living here in Birmingham but the law is the same elsewhere. Your disclosed location is London. In which London Borough do you live?
Note that it is not possible to go to the Register Office to give the required Notice of Intention to Marry until both persons have lived somewhere in the UK for at least "7 clear days". And having given the notice it is posted publicly in the Register Office for 15 days. Only after the expiry of that period of time can the two of you actually get married.
When do you plan to marry?
After the marriage has actually happened ... which must be during the validity of the fiancé visa .... apply for the 2-year spouse visa using
form FLR(M). Note that is the current version of the form. Re-download the form just after the marriage has happened in case a new version has been posted.
The application fee for the 2-year spouse visa is currently £335 by post, or £500 in person at a PEO ... Public Enquiry Office. Note that those fees are likely to change as from April this year ... to what ... who knows?
The 2-year spouse visa can be applied for as soon as the marriage has happened .... it is not necessary to wait until near the end of the validity of the fiancé visa. I suspect one of the reasons for that is that the holder of a fiancé visa is not allowed to work, whereas the holder of a spouse visa is allowed to work.