Hi, I'd like to help you with your question.
It sounds like this relationship was a very difficult and grief filled experience for you. However, I believe that you will recover and be able to trust in yourself and your relationships again. You are willing to reach out for help through counseling and here on Just Answer. Both are very good signs of strength and a desire to improve your situation.
Relationships such as the one you had with this man tend to require a lot of self sacrifice and energy. Since he was married, he had all the control and all of the benefits of the situation. He could love you, love his family and wife and not lose anything. You, on the other hand, had to give up having the benefit of a trusting and secure relationship. Trust is the foundation of a good relationship and when trust is in question, then the relationship is not solid.
Also, when you have a relationship with a married partner, your hopes and dreams are totally at the whim of that person. They can come and go as they please and you are left to wait for answers and even contact with them. They go home to family, and you are left alone. Such a relationship cannot help but take a toll on you and your self esteem.
Part of your recovery is realizing that you did what you could in the situation. If you feel remorse and shame, that is a good sign that you understand that this was not a good relationship for you or your well being. Also, it helps to see what you went through as a learning experience and do not let those feelings rule you, but use them instead to remind yourself that you are moving on and above that relationship.
Also, you need to consider that this man is a serial cheater. He seems to have learned to manipulate women to get what he wants. In order to do this, he would have to possibly and at the very least, very self centered. It is easy to be pulled into a situation like that. People like him tend to be very good at manipulation, so much so that it is hard for most people to see what his real motivations are.
As for your friend, you can approach her and talk with her about your experience with this man. Let her know you are concerned about her and just want to be there for her. Stay away from giving her advice, but do help her with her options if she asks. When you talk with her, keep the conversation about your experience only and do not comment on how awful the man is in general. The point is that you do not want to put your friend on the defensive. If she starts to feel she needs to defend herself or this man, she will not be receptive to what you are saying.
I hope this has helped,