My heart goes out to you, this is a horrible thing to hear. He is not a teenager unable to control his emotions and understand responsibilities anymore. No matter what, he needs to know what is more important to him, his family or his relationship with the colleague (even if it is not mutual).
If he values his family, there are steps he can take. Distance himself from her, maybe change his job. Marriage is a commitment that takes two to make work. You should also decide if you can still accept him, regardless if he had cheated, and if you are willing to work on this together.
If he decides otherwise... it is time to have a discussion about what next. There is no happiness in trying to make a one sided relationship work, you should grasp the best future for yourself and those you care about.
All the best and hang in there! It's confusing and you can give yourself some time and space to get your emotions in check before you tackle this.
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