One potential bonus to poly is the ability to allow "relationships" to foster to their potential. If you are poly-fi then you are people limited (although there are other benefits imho). You have to decide if the reward is worth opening up further. If you have met someone who has that flare.. that... thing that catches you eye/heart/groin.. then you need to figure out what opening up will be like. Figure out what you want, why you want it and then move onto step two.
You need to speak with your partner(s) about opening up further. Thats where I would start. How open is your grouping to casual sex? Will they be the militant poly's against casual sex?
You can't even begin to guess what to do until you sit down and say something like
"There is someone I am interested in, who is interested in me. I would like to explore the potential of this relationship which seems to be primarily sexual based"
Once you start there, then you can begin to bury the idea, or build a plan. Since it is two individuals it might work to start a the conversation as a group and then figure out what each person needs individually to feel happy and secure.
Best of luck...