You don't have to do anything. It is okay if you are married to a man, but find yourself attracted to women. You might feel distressed because you love your husband, but you are having sexual thoughts about other people, especially women. It is okay to have these feelings. It doesn't mean that you are any less committed to your husband or that you love your husband any less.
Being bisexual does not mean that you don't love your husband or that you can't be in a committed monogamous relationship or marriage. It just means that you are capable of being attracted to your own gender and other genders. Many straight people and gay people find themselves attracted to people other than their spouse as well. As long as you don't do anything with someone else behind your spouse's back, enjoy your fantasies.
If you do wish to explore your sexuality, it is important to be open and honest with your husband. Perhaps your husband would be okay with you exploring your sexuality with other women, either with or without him involved. It is important to talk to him before doing anything, however, to reach an agreement that you are both comfortable with. Never coerce your husband into agreeing to an arrangement that he is clearly not okay with and never go behind his back to cheat on him with a woman. This would eventually destroy your relationship with him.