Well it really comes down to this question: Is there a reason to tell her?
You could tell her if you feel like you should be totally open with her about everything (And if everyone around her knows, chances are she'll find out anyway).
Or, you could not tell her because it doesn't really matter in this situation.
On the one hand, she could be the type to be "Wow! Really?" and be really open to it and maybe even suggest some 3 person activities

.
On the other hand, she might get all jealous and suspicious because she'll feel threatened by both genders (If she's the type to do so).
On the third hand because I have three metaphorical arms, Not telling her could result in her finding out from someone else. This could be fine, or she could get upset that you didn't feel that you could tell her.
As to when to tell her, it's up to you. Whenever it feels right, really. If she loves you, she'll accept all of you. So if you do end up telling her and she gets all weird about it, chances are she isn't right for you.