How can one deal with a fiancée who refuses to pray, knowing that the fiancé loves her and wishes to convince her to pray?

You should try to convince the girl to perform prayers and adhere to them, seeking help from her family and friends. If she is not convinced, then there is no good for you in her, and Allah will compensate you with someone better than her, for the Prophet, peace and blessings be upon him, said: "Marry the religious woman, and may your hands be dusted."

A woman who does not pray has no religion. Many scholars have gone to the extent of saying that abandoning prayer is major disbelief (kufr akbar), for he, peace and blessings be upon him, said: "The covenant between us and them is prayer; whoever abandons it has disbelieved." And for Allah's saying: "And do not hold on to the marriage bonds of disbelieving women."

Therefore, it is not permissible for you to marry her unless she repents and her condition improves. The best provision in this world is a righteous woman.