What can I do about my gay brother?

I can understand you being hurt about all of this. Your brother should have told his wife how he was feeling before deciding to leave, much less before having a relationship with another man. But you need to understand that this is between your brother and his wife. There really isn't anything you can do for him. If you can find it in your heart to forgive him, then approach him later and tell him how you feel about all of this. But otherwise, I would suggest you stay out of it. You'll only create unnecessary complications by interfering.