Please tell me you are joking.
If you are not joking, then you need to tell your dad exactly what happened (leave out the spicy details). He hasn't married her yet, so you really need him to know that his kid has seen his future wife naked (and then some). I am assuming that you didn't know they were together when you had sex, so that is a plus. Although it likely means she was cheating on your dad and he really needs to know that. Now. Tell him now. The longer you wait the harder it is going to be. Say something like, "Dad, I just wanted to tell you something because if I don't tell you now, then it will soon be too late and I don't think I can take this secret to my grave. Then tell him what happened. Also tell him that since it was a one night stand, you don't have any romantic-love feeling for his fiance, but that you are upset that she likely cheated on your dad with you and that you feel just awful about it. That you would never want to betray your father and are really upset that she would do that to him." Then if he still marries her, at least he will know the truth instead of it drunkenly coming out one Christmas. Because the truth always comes out, eventually.