I would want her to tell me. I was in a similar situation. My SIL had a strong feeling that my husband was cheating on me because of the things she was hearing and seeing. He obviously denied the whole thing and turned everything around on her making it seem like she was trying to ruin our relationship. 2 weeks later he comes to my house while im at work without even saying a word to me, takes all his clothes and runs away with this girl he was seeing for about less then a month---or who knows, maybe more. He left me pregnant and my son and it's been about a little over a month that I haven't seen him. 6 years and 2 kids he threw out the window for this chick (who also left her first kid from her first marriage for another man and her second kid and husband for mine). So yea, I would want my freind to tell me.
I'd want to know. It would break my heart, but I would rather know as soon as possible to avoid the possibility of finding out years later and having to live with that feeling that I've lived so many years of my life believing a lie. I'd want to work through it with him.