In life, all is possible. As such, by choice or accident anyone can be in your circumstance tomorrow. I think you should tell your fiancé the truth. The gain outweighs the loss. If he leaves you, assume he is not for you. If you agree with the friend to keep it secret and he finds out, it is the end of the relationship /marriage. If he doesn't find out, there is no guarantee that the friend will not use it to blackmail you for money or more sex tomorrow. If he doesn't blackmail you, you will always be restless about it. Therefore, tell your fiancé and grow.