There is a section where my fiance is to list everywhere she has worked in the last ten years. I assume this would include the places in America that she worked while on her J-1 Visa?

Yes, put everything as what the instructions say. They want to have a record of every place your fiance has been. If USCIS finds out you did not disclose that your fiance worked in America, they could misinterpret wrong and say you are hiding something, so just list everywhere she has worked for the past 10years.