There's a couple of things that would influence my reaction: Do your kids already know OM in his role as trainer? Do you think W has exposed them to the A? Do they normally go there with her? Is OM's W not there when your kids are? Have you noticed any odd behavior from your kids? Unusual anger, sullenness, sniping at their Mom?
Are you 100% sure that what you found, means there is an A? If so, I would talk to a lawyer to find out what the consequences are in your state. Also discuss with counselor before doing anything.
I know how difficult this is, even with adult kids, an A is devastating. H did not understand that at all, which is mindblowing. Don't expect W to see any problem with the situation.
M 16 yrs, WH62, P54 3 adult blended kids EA 11/13, BD1 6/14 PA fall 14, BD2 2/15 Piecing 2015, BD3 12/15 Separated 4/16 WH moved OW in 5/16 Divorced 6/15/17