I haven't read all the replies, but I was in a similar situation last spring when I witnessed sexual activity between two 8 year olds...and my daughter knew about it afterwards.
My T practically demanded that I call DYFS.....It was totally anonymous....I also talked to my daughter's therapist, and she provided me with a list of books to read with my 8 year old daughter. I'll post the names a little later cuz I'm short on time.
Unfortunately, the event triggered such panic in me that I spiraled downward extremely fast....ended up SI'ing for the first time since I was a teen....and that's when I revealed much of my trauma to T in therapy (which was when I was a fairly new client of T's)....Bad, bad, bad time for me....
So, please be kind to yourself...You will get through this. Not knowing what to do, and wanting to be safe, and keeping kids safe.....tough stuff....