well, i have seen very similar case in Nepal. there was this guy who loved a girl and had a relationship. I think he did not love her so much thogh. later he found out that that girl got married with his brother ( sani aama ko chhora). It is very embarrasing for him but i dont know about girl. I would say, since your brother is nice and this is his first love, you should let him know by some way about your relationship with her. May be you can tell his friends, or have your friend talk to him about this and all. let him know. it is important for him to know about this before getting married. if he is fine with it, its ok i guess.