Well I used to have this friend, but we eventually stopped talking because of the different crews we hang out with. She is a good person & is very smart, talented and sort of pretty. The only thing is, when we were friends she had a crush on this guy who eventually took an interest in me. He soon asked me out and so we are still dating till this day (3-4 months).

Someone had told me that Shannon still liked Caden and for some dumb reason it's been on my mind for the past two weeks. I know for a fact that he'd never leave me for her but anything is possible right? I have not yet confirmed that he talks to her but on Facebook, she makes statuses about him like they talk all the time or something and he hasn't told me about them talking. SO I don't know.

The other day in school I noticed them walking to classes together after he walked me to class, little did he know I usually would go to my locker again and find them walking the opposite direction together.

After school I was coming out of the office and seen them walking together and when she seen me, she immediately sped up and passed right by me. Meanwhile Caden walked up to me looking guilty of something. I was a little concerned at the time though I didn't show him that it hurt me a little. In some classes I could feel eyes burning a hole through the back of my head, I look around and she's always staring at me as if she's better than me.

When Caden and I were looking through the yearbooks, I asked if that was Shannon in a picture taken a few years ago. He perked up at the sound of her name... The worst one of all is that she took a picture with him and I kindly asked her to delete it off Facebook and she rebelled. Some of these things make me feel very uncomfortable and a little sad, should I be concerned or let it go and think nothing of it.

I really don't want to lose him to her but whatever is meant to be, will be. Right? I just want him to be happy even if I end up with a broken heart. I never told him that it bothered me and I don't think he knows that I found all this out.

There's a certain amount of too much jealousy on your part showing here, especially when you ask someone to remove a picture from Facebook. Kindly or not, you have no right, sorry.
The other side of the coin is that it does sound like there's something still going on, although you'd be surprised how many exes really are 'just friends' with no more romance at all. It's healthy!
You are still young, and when in school feelings for people can change in an instant. Taking it all in stride is easy for me to say, I know, and jealousy can be painful when it hits any of us, and I'm no exception. But feeling jealous (and suspicious!) is something you HAVE to stifle or you will lose the person you care about. Think of it as a mental exercise, like turning down sweets so your clothes will fit. Only this is a lot more important.

I never told him that it bothered me and I don't think he knows that I found all this out.

So you have taken to assuming and presuming, and are jealous without his side of this? I don't doubt she may be up to something, but he may be an unwitting friendly dupe in this. You should just ask instead of assume.