This such a difficult situation to be in and I feel sorry for the bride who has to undergo this kind of situation. I believe that both the friend and the fiance are at fault. First, because if your friend is really a good friend, she will not go behind your back and have an affair with your fiance. Especially that the guy is already your fiance, meaning you are about to get married with that man. If that friend really treats you as a friend, she should've avoided the situation the moment she sensed something is off with the fiance. She should have told you that the guy is making moves on her (if the guy made the first move) and warned you about the guy.
Second, your fiance is at fault because the moment he became in a relationship with you and proposed to you, he had already made a pact that he will be faithful to you and commit to your relationship. Instead, he made an affair with the bride's maid. Just like the friend, he could have told you that the girl (if the girl made the first move) is making moves on him. I always believe that everybody has a choice and with the situation you are in, your fiance made a choice of choosing someone else in the midst of the preparation for your wedding which I could say is a completely heartless move.
I would say you dodged a bullet here. I know it would be very difficult and hurtful to experience such pain and I feel so sorry about that but the silver lining is you discovered that your fiance is not worthy of your commitment in marriage before you got married. It means that you truly do not know this guy and he is not a loyal one so you dodged a bullet of becoming married to an unfaithful man. Also, now you know that your "friend" is not really a true friend because she went behind your back and cheated on you.
No amount of words can describe how you feel but I wish you to stay strong. I know it will take some time to move on but the right person will come to you and stay. The right person is willing to give all of his time and will be fully committed to you no matter what. I hope you find that person and I hope my answer helps!
This is deep, but to let you know, you have chosen a wrong friend. If you find yourself in this situation, the best is to walk out of such relationship, it better to have a broken relationship than to have a broken marriage. You will find someone else who will treat you well and be faithful to you.
As for your friends and fiance, cut your ties from them,and make sure you learn and move on.