Anonymous is correct - men and women cannot live together unless they are married. Indeed, it is illegal for unmarried couples to even share a room in a hotel and Qatari officials are within their rights to ask for proof of marriage - you'll have to show them a marriage certificate. If you're caught, the punishments can be very harsh.
That said, officials may not necessarily do checks on expat compounds. Still, to be safe you could investigate staying with a female friend or in a hotel room of your own. If you plan on moving to Qatar or you want to visit frequently, it might be worth moving your wedding plans forward to make it official in the eyes of the law.
Perhaps someone else who has been in that situation can share their experiences - any expats in a similar spot?