Like Rose suggested, I think the first thing you should do is confirm whether your friend is telling the truth. People do crazy things and break up marriages all the time, unfortunately. Once you figure that out, the situation might clear up a bit.

Regardless of what you find out about your friend saying she's pregnant, you should address why you cheated in the first place? It was more than once, so you can't just say it was a one-time accident and it's important to realize what led to that so you can address it.

Some questions to ask yourself are: 1)Are you happy with your marriage? 2) Are you happy with your relationship with your wife, but some of your needs aren't being met? 3) Is this a situation where you genuinely care about both your wife and the friend?

Definitely figure out whether your friend is actually pregnant, but take the time to address what led to the situation in the first place. Good luck.