Think it might help to realise that this isn't a case of 'keeping out of it'.
OP's choices are either lie (go to the wedding, look bride in the eye, do the kiss kiss oooh I'm soooo happy for you! go to hen and listen to all the stuff about how they're made for each other and say nothing - could you do that?! I couldn't!) or refuse to lie - which could either take the form of telling her, giving the groom an ultimatum, or simply refusing to take part in the active lie herself by ducking out of the wedding/hen/friendship.
Not a great choice eh.
And no - she isn't breaking a confidence is she? Her DP didn't give her that choice either! If he'd thought it through he might have realised that simply by telling OP he'd be putting her straight in the position where she too had to choose to lie about something massive to a friend and basically play utter hypocrite at a wedding, then maybe he would have chosen not to tell her. But that's his mistake.
Lol at OP making it aaaallll about her (translation: asking for advice on what she would do and as a part of that describing how she feels about it all, on her own thread that no-one is obliged to read or reply to).
OP, if it were me I would tell her as I could not collude in something like this, end of. And no I would not feel guilt or responsibility - that entirely lies elsewhere, firstly with the person who decided (yes, DECIDED) to cheat on his fiance - so yep he is that kind of person, kind of self-evident, that bit!- and secondly, with your DP who decided to tell you and thus put you in this position.
I think the decision you've made is pretty good, there's no good answer here. She does need to know - the not using a condom is sickening, the rest of it not much better. Lol, lol, he's not that kind of guy and he was drunk and he'll never do it again, lol, lol, lol.