YOu know the answer already, he is cheating and will continue to cheat.
There is nothing to be confused about unless you want to put up with that
1. Go see a lawyer and see what your options a
2. Confide in a close friend
3. Start removing yourself from his life, live life separately, dont invite him on anything, in fact going on a holiday with the family would be ok, but get a separate room
4. Tell him you know what he has been doing and you are completely done.
5. Depending on what the lawyer says, start looking for a place to live
6. You must also be honest with the family, step kids and own kid, tell them why too, you do not need to cover for him, let him deal with the fall out