It sounds like she had some issues that she was not sharing with you. To suddenly leave like that without seeming to have a reason says that either she was very frightened of commitment or there was a personal issue she had that she was not dealing with. So this likely had nothing to do with you.
When two people get into a relationship, they bring their past issues with them. Each has their own set of behaviors, wants and expectations. Because of this, relationships can become toxic if the expectations and behaviors are hurtful, abusive or incompatible. And behavior like you saw with your fiancée can occur.
It's important that you do what you can to take care of yourself. You are in pain and the betrayal of infidelity and your fiancée suddenly leaving can feel overwhelming. It's ok to grieve. Though it is difficult, you need to work through the pain. Be sure to get a lot of support during this time. If you do not have supportive family and friends, consider seeing a therapist. And even if you do have support, talking to a counselor can help you learn ways to cope. And try an on line or in person support group for more support. Also, learn as much as you can about infidelity and the loss of your relationship and how you can help yourself through this. Here are some resources to get you started:
Surviving Infidelity: Making Decisions, Recovering from the Pain, 3rd Edition by Rona B. Subotnik and Gloria Harris
Transcending Post-infidelity Stress
Disorder (PISD): The Six Stages of Healing by Dennis C. Ortman
This can hurt very much so taking care of yourself in the next few months is vital. Also, your fiancée leaving like she did may have affected your ability to trust. It takes time to regain your ability to trust others again, particularly in a relationship. Remember, this is an isolated situation. Very few relationships end this way, so give yourself a chance at a new relationship when you feel ready. And don't worry if you need some reassurance. It is normal to feel nervous about being in a relationship because of this experience. Talking to friends, family and a therapist can help you feel better and move on.
I hope this has helped you,