Telling your friend may not work. If she doesn't want to beleive that about her fiancé, she may refuse to believe it or somehow pin the blame on you. Of course there may be a chance she's fully supportive and will help you deal with it and kick him out on his arse for what he did.
As for that, everyone else saying it's your choice about the police are right. If you want him brought to trial and are prepared for that, then they may be able to help. If you don't think it will help, don't feel like you have to.
Just be aware that it's complicated and, like everyone's been saying, there's nothing wrong with you at all. If all else fails, there'll probably be some girls (or even guys) on TSR who have been what you've been through and will be happy to help. I hope there are.