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Welcome to the forum.

What do you mean by 'unmarriage certificate'? 
Do you mean a certificate to show that you have never been married.
This certificate would need to be issued by the authorities in your home country.

If you are overseas I suggest you contact your nearest embassy for information and advice.

Yes you would get the cert that you are eligible to marry from your embassy and it could take several days.

Have had a number of friends say that marrying in Nepal it was cheaper to pay someone to do the paperwork and less hassle as in you pay $20 and they run from office to office.

If you are American getting married before you get a visa will add 3 months to 6 months to the time that your nepali spouse can get her green card.

If you are planning on living in the US you should plan accordingly as marrying first on average will put you 10-12 months out before you can take your spouse to the USA.