What should I do about my friend, my brother and my ex boyfriend?

Alright so this might seem a little confusing but im gonna try and explain it the best I can and I hope it can be followed. I was going out with this one kid and he had told me that he loved me. He hung out with his ex girlfriend, which is like whatever to me because I didnt care who he hung out with, as long as I didnt find out he was doing anything with them. but anyway he broke up with me like 2 days after, and I figured it had something to do with his ex and him getting back together. but I just found out that he and my “friend” had made out and that that was the reason he roke up with me, to be with her. She never told me what was going on with them, and I had to find out the hard way. Im fine with that whole thing, a little mad, but whatever. the thing is that she is also going out with my brother, and I don’t know what to do about that. I know I need to tell him, and I dont care what she thinks about it, because she obviously isnt such a good friend. SO I don’t know what to tell my brother, if I should confront my friend or not (she still doesnt know I know), and if I should still talk to my ex, as just friends though now.

This is just a really confusing thing to me and its really bothering me and I found it all out in one night so that just makes it worse. Someone please help me, or try to because I need advice thanksss <333333