The secret habit (masturbation) is haraam, as we have explained in the answer to question no. 329. You have to repent from this action and give it up, and regret what you have done, and resolve not to go back to it.
There are many punishments for the sinner in this world, let alone the punishment that he deserves in the Hereafter. We have already mentioned some of these punishments in the answer to question no. 23425. So hasten to repent sincerely before you are no longer able to do so, and before you feel regret at the time when regret will be to no avail.
If Allaah honours you by enabling you to repent, you will be forgiven for this sin, and it will be as if it never happened. The Prophet (peace and blessings of Allaah be upon him) said: “The one who repents is like the one who did not sin.” Narrated by Ibn Maajah; classed as hasan by al-Albaani in Saheeh Ibn Maajah, 3427.
Breaking the hymen as a result of this action is not zina, and no hadd punishment or expiation (kafaarah) is required.
Shaykh al-Islam Ibn Taymiyah was asked about masturbation and he replied:
With regard to masturbation, the basic ruling is that it is haraam according to the majority of scholars, and the one who does it should be given a ta’zeer punishment, but it is not like zina. And Allaah knows best.
Al-Fataawa al-Kubra, 3/439.
If it is obvious that the hymen has been broken as a result of masturbation, then you have to tell your fiancé what happened to you, without giving any details that may cause you embarrassment. It is sufficient for him to know that this happened without any fornication, because the hymen may be broken because of exercise, being beaten, falling or being sick.
You will never be exposed if you repent to Allaah and are sincere in your repentance, for Allaah is the Concealer and loves concealment.
And Allaah knows best.