I think you should tell him, not as a big bombshell, but as and when it feels natural. Having the scan photos and showing him both him and his twin might be a way into it?
I had a twin, but from what I know, he only survived a few days after birth. My parents have never spoken to me about it at all, but there have been a number of things that led to me knowing.
I remember playing with an imaginary friend when I was around 5 or 6, calling him Matty. My big sister shouted at me when I told her about my 'friend' so I didn't mention him again. I'm not 'woo' in any way, but that is something that weirds me out a bit.
About 5 years later, we moved house and I found cards that said 'Congratulations on the birth of your twins' stashed away. Inside some of them were my name, and the name Matthew.
Also, when I was a teenager, we went away with some family friends, and the kids I shared a bedroom with talked to me about being a twin, so they knew, but I didn't.
Obviously, it must have been so awful for my parents... and I've never wanted to make them feel bad, so I haven't talked to them about it either. But it's a very strange feeling, and I wish there was at least some small acknowledgement.