I'm sorry that you have received such a shock. It is always painful to find out that your lover has been sexually unfaithful. I know you feel hurt and betrayed and are wondering whether to forgive and forget. But, the real issue here isn't forgiveness. Your fiance is engaged in a compulsive behavior that, at this point, is beyond his control. And, unless he seeks professional help, he will engage in these acts again and again.
So, as you can see, forgiving him is hardly the issue. Because, even if you forgive him, you can count on the fact that he will act-out sexually once again. Your boyfriend is trapped in a repetition compulsion which is explained as follows. When a person has been traumatized, he or she will compulsively repeat or recreate the original trauma. The mind's intent is to work-through the feelings associated with the trauma. Unfortunately, this process is rarely successful. In other words, the person locked in a repetition compulsion keeps chasing his emotional tail and never gets free. . . without help.
So, instead of focusing on forgiveness, I think you need to focus on seeking treatment for your fiance. And, I would put- off the wedding until you see how he progresses in therapy. If he is able to stop acting out sexually for a good year, then, you could consider marrying him. And, from here on in, he needs to be up-front about his sexual urges. He needs to tell you whenever he feels the urge to act-out sexually coming on. Also, if you are willing, it would be good for him to discuss these ' kinky' desires with you. Talking can be an excellent form of release. (By keeping his desires within the relationship, he may be able to stop enacting his desires outside the relationship. )
I get the sense that he has not been telling you what he's into sexually in order to protect you. I think he needs to know that you don't need protection and that you're open and willing to have him discuss these ' kinky' desires with you. Again talking is a safeguard against acting. Moreover, it is always possible that the 'kinky' acts that he likes to perform might be pleasing to you as well, which means, he may not need to satisfy these urges outside the relationship.
But, please, make sure that you don't engage in acts that you are not comfortable with in an effort to keep him faithful to you. Only engage in acts that you feel 100% comfortable with. So, get him into therapy and open your channel of sexual communication. If he can talk about his kinky desires with you and stop acting out with other women, we are making progress. Please keep me posted and let me know what transpires.