Marriage is a sacred institution. With its sole purpose of establishing a family, marriage is more of a combination of love, respect, trust, communication, and commitment. It is not easy to settle in and adjust with another person. It takes time, love, sacrifice, and compromise, and both of the partners are expected to take care of each other.
Sex and intimacy is an integral part of marriage. It strengthens the bond between the spouses. However, society has formed several taboos and prejudices regarding the wedding night. As you said that you had researched, it might be correct to restate that the lack of bleeding does not ascertain that the girl is not a virgin. In other words, bleeding is caused by the tear in hymen which is often broken before sex due to incidents such as serious injuries, falls, and accidents, or simply because of strenuous activities. Therefore, you cannot judge the virginity of your spouse on the basis of this.
However, as your wife has already accepted her past relationships, this might be not the case.
It is difficult to forget and forgive the past of your spouse, but forgiveness is loved by Allah (swt).
“Who spend [in the cause of Allah] during ease and hardship and who restrain anger and who pardon the people – and Allah loves the doers of good.” (3:134)
“Allah’s Messenger (ﷺ) said, “Allah will not be merciful to those who are not merciful to mankind.” (Bukhari)
Have you thought about giving her another chance? Every mistake or every wrong step does not mean another marriage or divorce. Humans are not perfect. Have you tried talking to her? Her act of being involved with other men even after marriage is inappropriate, and she must be punished. Maybe cutting connection for some time or not sleeping with her can improve things instead of directly jumping upon divorce. But while taking this step, remember that you have recently been married and disconnecting may further deteriorate the situation. How sure are you that she is still involved? It can merely be a suspicious doubt on the basis of the facts you are aware of.
You said that you got engaged when you were teenagers. Despite your lack of interest in the marriage to this girl, you ended up with her. By no means should you user her past as an excuse for getting away with the relationship. Give it some time.
With your love and trust, I am sure you can continue with this relationship. Ending it is not the solution. Maybe, it is your treatment upon knowing that she is not a virgin that makes her look for other relations. Make her understand and get a final verdict. It is important that she remains loyal to you now. Make her sit and talk over it in a good manner. Say that you are trying your best to forgive her and forget her past, but if she wants to have a healthy relationship and a consequent good future, she must stop her infidelity. Give all your tries so that you don’t regret later.
Maybe you can take her on a vacation and spend some time knowing each other. Concentrating on her other traits might make you forget about the sin she has committed. It might also be possible that she has repented for what she did as it is said,
“And seek forgiveness of Allah. Indeed, Allah is ever forgiving and merciful.”(4:106)
Remember, people go astray, and it takes the support of others to bring them on the correct path. Be her light and guide her:
“Show forgiveness, enjoin what is good, and turn away from the foolish (i.e. don’t punish them) (7:199)
Place your trust in Allah (swt) and go ahead.