It's a decision only you can make, but you have LOTS of time, so don't rush into anything. You're engaged, so you have the rest of your lives together to figure out whether this is something you want to do. I have never had a threesome while in a relationship. Now that I am in a loving relationship with the person I'm planning on spending my life with, it is something we have talked about a lot. Like you, I am very much attracted to women, tho I've never dated or gone all the way with a woman. We have a bi friend who my bf and I are both very attracted to and she has made it very clear that she thinks I'm attractive and would want to have sex with me. But tho it's something I love to fantasize about, I just don't know if I would go through with it. While I don't
think I have that much of an emotional attachment to sex, I really don't know how I would feel in the moment, and that's what scares me. Sure it would be great to mess around with another girl, but that is so much less important to me than my relationship, and the possibility of messing things up is just not worth it. I don't like the idea of him having sex with anyone else. So... it's a thought to entertain, but I'm not planning on having a threesome anytime soon. You might want to check out this guide:
http://www.allsexguide.com/threesome.htm