I don't doubt that you are in a lot of pain. Feeling guilty is probably the worst part of it. Find a couple's counselor and get your fiance to go with you. Just being able to put what's happened on the table in front of yourselves and before an objective, compassionate 3rd party may help you come to terms with where you are and what you need to do.

There are couples who have gone through something like this and recovered. (I am thinking of a couple I know with a similar story who now have a good marriage.) That's not to say that you and your fiance are meant to stay together. But you need to both find how to move on with your lives, addressing the problems that brought you to where you are. There is more wrong than just the cheating. That is the symptom. Find out what is behind this.