I would want to know if I were her, but equally if I were here I'm not sure I'd believe someone who came up to me to tell me she was pregnant with my husbands child, not unless we had issues/I suspected.
Part of me things, write a letter... but that's so cowardly. Meeting in public would be beneficial for both in terms of feeling safer, but she would be put in a real spot.
I think if you were to tell her I'd go in person (with a friend waiting in the car) and my opening statement would be something like "I'm so sorry. He didn't tell me he was married until X day. I've been dating [husbands name] for 6 months and he just told me you're X weeks pregnant. He doesn't know yet that I'm X weeks pregnant. I don't know yet what I'm going to do, and I have very little time to decide but I wanted you to know. I'm not staying with him and broke it off as soon as I found out. I never would have been with him if I knew he was married. If you want to talk about it, contact me via this e-mail/number whatever. If you want proof I have X, Y and Z."
The problem I see with HIM telling her, as opposed to the OP is him lying. Him saying something like it's not his kid, or covering his tracks. Of his wife thinking the OP is a home-wreaker instead of an innocent party in this.
That's why I would tell her. She might not believe it, but at least you tried and if you do keep the baby she'll know for sure once the DNA test is done.