The counselor is your best point of contact at the facility, and calling and asking to speak with them directly is the right first step.
That said, there is no guarantee that anything you share with facility staff stays completely confidential from your fiancé. Correctional facilities are not bound by the same confidentiality standards as therapists or attorneys. Staff communicate with each other about inmates and the people connected to them, and depending on what you share and how it gets documented, there is a real possibility that the conversation or its substance finds its way back to him in some form.
If the concern is about his behavior inside the facility, the counselor can speak to that from their own observations and records without you necessarily having to disclose that you called. Asking general questions about his conduct, his program participation, and his status is a way to get useful information without putting yourself in a position where he would know you reached out.
If the concern is something more personal, something you witnessed or were told that has you worried about him or about the relationship, the honest advice is that facility staff are not equipped to serve as relationship mediators or to carry messages on your behalf without creating a paper trail.
Whatever you share, go in with the understanding that full confidentiality cannot be promised. Be thoughtful about what you disclose and how much detail you provide. The counselor can be helpful within those limits, but knowing those limits exist before you call is important.