your son (not you) and his fiancee need to visit the pastor of the Catholic parish in which they reside geographically and talk to him (not a secretary) about their situation and make arrangments to have the baby baptized and for their marriage. They are already members of the parish in which they reside.
Most dioceses have special marriage preparation programs for couples who have been cohabiting and have children together, or those in civil marriages who have children. Their situation is not uncommon, and the Church wants to do everything possible to help them return to the sacraments and have their family enjoy the blessings and enormous graces of sacramental marriage. They will both need NEW copies of their own baptismal records, so you can help them with that process. They will also need the babies birth certificate (official, not hospital). the baptismal certificate for the baby will contain the parents names as listed on the birth certificate, so if your son has not legally claimed paternity he should do so.