First off you should tell them. I don't think this will still anything from her, I think all of them will be very happy for you and the situation. As far as the sex: Are you uncomfortable because it's not your husband or is it just sex in general? The one thing about poly is honesty and communication. I have found that to be the key for me and my wife and the partners we have had in the past. You can't fix something if you don't know its broke. What I mean by that is If they don't know your feelings and you feel you have to lie about situations then there is something wrong.
This is my opinion only and what has worked for us. Good luck and keep us posted. Oh and congratulations!!!!!
Male, 43, BI, Married