Don't dwell on what they are doing together. In the end it doesn't matter as long as he isn't comparing you to her when he's with you. (I know that's easier said than done).
Like other people have said go and find things to do that you enjoy. Make a calendar of all the things that you have in your life. He's one part of your life but he is not all of it. Focus on the other good things that you have when the 2 of you can't be together.
RP is right, sex with different people is a different experience. He enjoys what he has with you. He sees something special in you. The 2 of you have a connection. Focus on that rather than what he has with her.
Mostly it's a matter of reshifting how you think about things. It doesn't happen overnight and there will be painful moments. Only you will know if the relationship is worth overcoming that pain to get to a place where you can all be happy. From the sounds of it he's never going to be monogamous. Wishing that he would be is likely just going to make the fact that he isn't harder on you. I hope everything works out for you.