This is a very late welcome coming from me, but welcome. I haven't been signed on for awhile, but ... anywayz, I'm glad you're here.
Perhaps the way to do things with your roommate is to just take it slowly, a kiss here and there first, nothing big, and see how that goes. You did mention that your roommate is very shy.
As for your fiancÚ, perhaps the way to go is to just let him know you do have feelings for the roommate, before even that kiss here or there. This way your fiancÚ has time to process the information before anything happens.
As a rule, I recommend communicating with the others about what's going on with your feelings, sooner rather than later. But I know every situation is different, so you have to be the judge on your own situation.
Anyway, I hope your time spent on Polyamory.com is helpful to you. Glad to have you aboard.
Love means never having to say, "Put down that meat cleaver!"