There is a spot on her page where it says friend if you click it there will be an option to unfriend. I accidentally friended my husbands ex on his facebook. He never checks it so I go on there to check and even respond to emails for him (he knows this) and while I was filtering through his friend requests I accidentally hit accept on hers. So I went and unfriended her lol.

He's your ex though, what's it matter what they think? I wouldn't say anything to him. Contacting him might bring up ideas in his and her head that you are still into him. If you don't talk to him now you probably wont talk to him again, at least for a looong time, so move on from it