How does it work?

Okay so me and my finance are getting married next month, he is Army. Now I have two beautiful daughter from my ex husband. I am nee to the military spouse life, well just getting started. My fiancé has until next year until he knows where he will be stationed next. My question is how does that work if you have kids in a previous relationship? Do we have to go to court too change custody? My girls are with me majority of the time, but my ex is telling me that I cannot take them anywhere! I am just lookin for some helpful advice if anyone is going through the same situation. Thank you❤️