Unfortunately, in Immigration terms Domestic Helpers (as maids are officially known) are second class expats - they don't ever get the right to permanent residence however long they are here, and they never have the right to have their spouse join them.
You will need to get some sort of visa of your own in order to reside legally in Hong Kong - that means employment, study, training or investment, as I mentioned earlier. The HK Immigration department has a very good website at http://www.immd.gov.hk They are also reasonably good at responding to email enquiries at [email protected] although the answer will often be simply to refer you to the website if your question is a general one.
One option which would get you residence quickly would be the Capital Investment Entrant Scheme, but to qualify for that you would need to bring a large sum of money (approaching US$1M) to HK and invest it in assets here. See the ImmD website for details.
Legally also your fiancee would not be allowed to live with you whilst she is here on a Domestic Helper visa - that requires her to reside with her employer. However, were you to get a visa of your own and to get married then she could change her status to that of a Dependent on you and then she could reside with you. assuming your visa was not a training or study visa then she would also have the right to work in any job without further paperwork.
And good luck.