Congratulations on the NOA2.
If you have a look at the Guides/FAQs on here, you'll find everything you need to know - they're very useful! Another good place to look would be on the website for whichever consulate you're going through, as the exact requirements vary a bit from country to country, from what I've read - however, as you haven't filled in any details, nobody can offer you any consulate-specific advice.
But basically... Packet 3 should contain some instructions and the forms listed
here - check your consulate's website though. Packet 4 is (I think - I haven't got to that stage yet, and again, it sounds like it varies a bit at some consulates) the interview date and information about the medical.
And yes, you (or your fiance(e) - you don't say whether you are the USC or the foreign fiance) do need to take proof of your ongoing relationship to the interview. Again, exactly how much proof you're going to need to satisfy the consular officer at the interview can depend on which country/consulate you're talking about.
Oh yeah... could you fill in a timeline? They're very helpful to other people going through the process and help to keep the stats on here accurate! Click 'my assistant' on the top right-ish of the screen, then click 'add/edit my timeline' and go from there! Filling in some more information in your profile (ie which country you're dealing with, for a start) will make it much easier for people to offer you more specific advice, too.
Good luck with it all.