Do I tell her about it?

I don't have anyone else to ask about this, but I was at the theater with my sister and her guy friend. I thought my sister was starting a relationship with some other guy, so when the guy we were with at the theater started touching me, I let him and I touched him back. Later on, I asked my sister if it would be ok if I started dating him. She said no, and when I kept asking why, she told me she slept with him, and now she wants to be with him. I don't think she knows what he did, but I don't want to tell her about it and hurt her. I also feel kind of embarrassed about it, and talking to her about it would be really weird for me. What do you think I should do in this situation?