I can't believe you're not more angry about this, did you not have feelings for the girl?
As others have said, she cheated, and with your mate! She is not a nice girl and you should dump her right away. And your mate - who told you that you could have her because he didn't want her - is a) a liar and b) betrayed your friendship and trust.
I really think you need to confront them and get rid of them both. If you are as calm about it as you are acting, then that's fine, be calm about it, but I think it needs to be done.
EDIT: Only just read your post above. I'm sorry, I don't mean to be mean, but I think you're being a bit dim about this, your mate and girlfriend have completely screwed you over and you don't seem to realise. He's been your mate since you were SIX and he's gone and nicked your girlfriend off you. That's so wrong!! I don't know how you think it would be fine to not mention it, obviously neither of them have any respect for you and to be honest they could very well be laughing behind your back! They are completely abusing your trust and they know it. If you don't say anything they'll just think they can treat you like **** and get away with it. Anyway, if he's such a good mate, he should come and tell you, you shouldn't need to be the one go to confront him. If he lies about it and tries to cover it up, that should get alarm bells going in your head. Who cares if they have feelings for each other, he could have asked you not to go out with her in the first place, or she could have split up with you, there is no excuse for them doing what they did. They should both be feeling guilty.