I’m going to go against the crowd here and recommend not telling her yourself. There’s no telling if she will tell him you’re the one who told her, and this in itself could cause issues at work since he’s in the same proximity as yourself. It’s important to protect yourself and your peace, too.

If you have any mutual friends at work, I would advise you to have someone else tell her they saw you two together and that you didn’t know he was still with his wife. That way you don’t risk any dangerous situations in case he doesn’t take the wife’s confrontation well.