There are some conflicting things here, so I’m going to cite references.
Requirement for Confirmation
Can. 1065 §1. Catholics who have not yet received the sacrament of confirmation are to receive it before they are admitted to marriage if it can be done without grave inconvenience.
http://www.vatican.va/archive/ENG1104/__P3W.HTM
What constitute a “grave inconvenience” depends, but is usually something like a quickie wedding before a military deployment. In general, he should be confirmed before married unless there’s a special situation
Do You Need to Convert
Can. 1124 Without express permission of the competent authority, a marriage is prohibited between two baptized persons of whom one is baptized in the Catholic Church or received into it after baptism and has not defected from it by a formal act and the other of whom is enrolled in a Church or ecclesial community not in full communion with the Catholic Church.
Can. 1125 The local ordinary can grant a permission of this kind if there is a just and reasonable cause. He is not to grant it unless the following conditions have been fulfilled:
1/ the Catholic party is to declare that he or she is prepared to remove dangers of defecting from the faith and is to make a sincere promise to do all in his or her power so that all offspring are baptized and brought up in the Catholic Church;
2/ the other party is to be informed at an appropriate time about the promises which the Catholic party is to make, in such a way that it is certain that he or she is truly aware of the promise and obligation of the Catholic party;
http://www.vatican.va/archive/ENG1104/__P41.HTM
This says that a baptized Catholic and a baptized non-Catholic is permitted with permision from the local ordinary (i.e. bishop). As long as the Catholic party is OK making the promises listed above under “1” then that permission is basically automatic.
Do you need to separate to be married
Denial of marriage — Since cohabitation is not in itself a canonical impediment to marriage, the couple may not be refused marriage solely on the basis of cohabitation. Marriage preparation may continue even if the couple refuses to separate. Pastoral ministers can be assured that to assist couples in regularizing their situation is not to approve of cohabitation.
http://www.usccb.org/laity/marriage/cohabiting.shtml
Marriage between two baptized individuals is a sacrament, and like all sacraments, your Catholic Fiance will need to go to Confession to be in a state of grace before receiving the sacrament. To be absolved of his sins, he needs to live separately before going to confession. Now, that doesn’t mean that you have to separate a month in advance – he could confess before the rehearsal and then stay in a hotel room that night (or you could).
Are we “supposed” to get married in the church he attended
Can. 1115 Marriages are to be celebrated in a parish where either of the contracting parties has a domicile, quasidomicile, or month long residence or, if it concerns transients, in the parish where they actually reside. With the permission of the proper ordinary or proper pastor, marriages can be celebrated elsewhere.
http://www.vatican.va/archive/ENG1104/__P40.HTM
Technically you’re supposed to be married at the church where either of you live, even if you’ve never been there. Practically, you can get married at any Catholic church. Since pastors approve those without even reading them most of the time. That’s how common it is.