please read

Ashley
For a month now I've been with an amazing guy. We talked for a month before we decided to get together and everything was great! Or so at least I thought. I thought I was the only one he was talking to and such but, I wasn't. About 2 weeks ago he fell asleep and I had a gut feeling to get on his phone, so I did. I found some messages that I didn't quite approve of, at all. (Names will be left out) she would flirt with him, call him, snapchat, etc. but he wouldn't flirt back. It bugs me because you have to stay loyal just talking first before a relationship. 
I then find out that his girl bestfriend & him had screwed around, WHILE SHE'S WITH HER BOYFRIEND (now fiancé) and I'm not allowed to tell the fiancé. And they still talk & I don't understand how people sleep together but don't gain feelings.  What should I do? It's wrong of them both and is it okay for me to be mad at both things??