Hello, am marry leaving together, but I have 2 kids from a previous relationship. Can I file as HOH? or needs to be Married filing separately or Married filling together?

When you are legally married and living together you can only file as Married Filing Jointly or Married Filing Separately.  You should file as Married Filing Jointly as it provides the best tax return outcome.  You can claim your children as dependents on the MFJ tax return.  It does not matter that your spouse is not the father of the children when you file jointly.

If you are married just file a Joint return.  It should be better than Head of Household.  You can't be Head of Household if you are married and live together even if you have children from a previous relationship.  

HOH is a special status for single parents caring for children.

There is no problem filing a joint return.  A step-parent has the same legal right to claim a child dependent as a biological parent, so the fact that your spouse is your children's stepparent instead of biological parent has no effect on your tax return.  

If you feel the need to keep your finances separate from your new spouse, you may choose to file as married filing separately, although this may cause you to owe more tax, because some credits and deductions are limited or disallowed when filing MFS.  If you file MFS, then either parent can claim any children as dependents, or you can split them any way you like, because of the stepparent rule.