I think it's important to be open and honest in any relationship. In this case, sexual ideas, feelings and fantasies I feel are best talked about outside the bedroom. (And then maybe acted out in the bedroom ) Depending on the type of relationship you have, you may not be able to act on your feelings, but they should be brought up.

Personally I would suggest sitting down and talking with her about your sexual orientation. Not in the context of going out and finding others or any of that, but a simple and adult conversation so you are both on the same page.