What do we do!?!?!

So my boyfriend and I were looking for a video game tutorial that is on my almost brother in-laws phone and then found a video of my boyfriends little sister(16) naked, on boyfriends little brothers(20) phone!!! We don't know what to do! 
Do we confront him about it even though we were on his phone with out his permission? 
Do we call the cops?? Even though we don't want him to go to jail cause he's a good person... Other then this really. I'm just in total shock right now.... Should my boyfriend beat him up!? Help what do I do!?!?

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