Why are you confused?
This turn of events should end any confusion.
From now on, have absolutely nothing to do with the other woman. Be there for the woman who matters-your wife. Give your wife a chance to build that close of a relationship with you. Put your energy and time into your marriage.
Stay out of her life. If she comes to you, send her back to her betrothed/husband. Do not accept contact from her and do not contact her.
I have the impression that neither of you are married/marrying for love. Even an arranged marriage deserves better than you have been giving it. Your wife who gave up her dreams and other relationships to be faithful to you deserves that in return.
Be the husband you agreed to be when you got married. If you do, then there will be no confusion.
I do suggest marriage counseling if at all possible to help rebuild the trust you destroyed. Your wife might be somewhat understanding on the surface depending on how deep her feelings for you run, but underneath she is probably about to explode like a volcano. I don't think anyone would blame her.