I guess the first step would be making sure that he's bisexual? If you intend to both have a relationship with him. But I'm assuming you already know that he is or you wouldn't go further :P
I think there really isn't a way to go slowly with something like that. It's going to be a shock either way. This being said, how you deal with it is what matters. Make sure there is no pressure and that he feels respected whatever his choice is, and I think you should be fine. If what you want is a triad and not a vee, make it clear that you want to both be with him, as he might have interest in only one of you.
If, however, what you want is for him to be with you only, but only with your husband present, then that's a bit different. Either way, make it clear what you want and don't want.
I personally think that would be a bit harder, because having sex with someone for the first time can be pressuring, but if there is someone else watching that could make it more awkward. But I don't know him, maybe that's his kind of thing!
Either way, you seem to say he would only have sex if both of you are present. Whether you're looking for a triad or a vee, it's important to be clear on that point, as it means you'd be having sex with just the two of you, but he'd only be able to have sex with both of you present, which could seem unfair if he wasn't warned from the get go.
Me: 30F, straight
Seamus: My husband, 32M, straight
Dragon: My boyfriend, 29M, pansexual, married to Fox
Fox: My boyfriend, 29M, homoflexible, married to Dragon