Well, it happens, and I suppose you should at least get tested for STDs as condom or not - there is still plenty of other ways to catch something.
As for telling your boyfriend, maybe you ought to pick a time to do so. If you want to keep this a secret then its your prerogative. Trouble is - what is to stop you doing it again?
Is it booze that fuels these little misadventures?
Also, in my area - you'd not keep something like that a secret. Were did you meet these other men - and do other people who know your boyfriend frequent the same place?
Friend of mine who went to some pub 30 miles or more from his home, ended up being wooed by this delightful young lady - but he was married and upon walking out he was met by a friend of the girlfriend who grabbed his arm and shouted 'were are you going?'
He went back inside the pub - caught red handed!
As for the truth setting you free - I guess in the end, a lie just leads to another lie and soon enough you are lying to a lot of people and using cover lies to cover up other lies. As a former liar I know all too well how liars almost always end up caught out.
Thing is you have not lied so far as he has not asked.
IF you think this boyfriend is someone you love - and someone you really want to be with - then at some point maybe you'll have to say you cheated at some point. If the cheating was not some romance - its possible a man or woman can forgive that.
A one night stand can mean nothing. It's a basic connection on a level that is far removed from romance or love.
I guess if I loved a woman that strongly, I could maybe forgive a betrayal of that level. After all, forgiveness is forgiveness.
Even so a line has to be drawn - and its up to you to do that. Be honest with yourself - if you do not love this man - don't think that because he has depression that means you need to nurse him or help him get over things.
If you love him, you'll be thinking of marrying him. Or at least living together.
I think you either jump in with both feet or not at all.
Good luck - I'm not judging you - you'll do that yourself and likely already feel bad about things.