Tell her to please call this poor girl. I had had a similar situation at one point in my life, I found out I was the other woman. I needed to tell her, I was so mad that he could do that to a woman he was making to believe he wanted to marry and spend the rest of his life with. #1 I didn't care about how she felt about me afterwards, I knew I had to do what I thought was right. #2 I was not going to feel guilty for something I had no way of knowing that he was doing.
His fiance may be really hurt now, and she may hate your friend, but at some point she will be so thankful that someone was honest with her after so much dishonestly.
If she can't stand to talk to her, set up a free email account that she will use for this only. Send her a slightly detailed email so she can confront the ***. (I would say details should include something like "We had dinner with friends on July 1, 2012. That way the fiance has some solid information)