If ever we will get married before I receive my receipt number from USCIS and wait for my result, is it possible to get married?

A foreign national may marry in the U.S. regardless of whether she has received a receipt number associated with an application to extend a J1 visa. Although not clear from your question, I presume that your fiance is a U.S. citizen. If that is correct, then it may be possible, after marriage, for you and he to succeed in a marriage-based adjustment of status application in the U.S. (without returning to the Philippines), so that you may become a Lawful Permanent Resident (get a "Green Card"). There are multiple details that would need to be addressed in order to determine eligibility for this, including, for example, whether there may be a two-year home residency requirement associated with your J-1 visa, and if there is such a requirement, whether it can be waived. It would be wise for you and your fiance to consult with an immigration attorney who, after learning all of the relevant information, could advise about eligibilities, options and strategies to attain your goals, and who then could offer legal representation in the often complex application process.