Yes first thing is you need Jesus. God doesn't promise to remove us from our situations but once you're a child of God everything works for good in some way, and the situations are "trials" that test our faith and make us seek Him more. God does promise that He'll be with you through all of this.
There is no guarantee that you're wife will change, but there is certainly hope. Apparently you haven't lived for God until now, so the reality is that you haven't been a spiritual leader of this family until now. I'm not saying all her sin is justified -- it's not. But now that you're following Christ then there's more hope that you can lead the rest of the family in doing so.
Find good local fellowship at a good church and take your kids. Try to bring your wife but if she won't go, you still go and you make sure the kids go with you. And I don't just mean become a church-goer, I mean seek out good real fellowship along with good Bible teaching.
Read Ephesians 5, the part about marriage. If you're wife ever gets saved, hopefully she'll eventually be what you see in the first part. But in any case you have to be what it says in the second part. You don't have control over her free will, but you do have control over your own choices. You can choose to obey God in your role even if she's not obeying God in her role. It will be hard in your situation.
You may hear preaching that puts all the blame on you as the man for anything and everything that goes wrong in your marriage. This is not biblical preaching, as each spouse has a free will and is accountable to God. At the same time, you should acknowledge that you didn't lead your family in following God before.
1 Cor 7 makes it clear that the husband should not divorce the wife. It's pretty absolute, though there are one or two exceptions. Jesus was asked if it's okay to divorce your wife for any reason, and he basically said no, except for sexual immorality. There is another issue though here in your case. You're a new believer and her life is totally different. She could get saved under your godly leadership and example. But it's also possible that she could leave because she doesn't want God. 1 Cor 7 also makes this clear, that this does happen: an unbeliever leaves a believer, just because they're a believer. If she leaves you let it be for being a believer, not for any wrong on your part. Let your prayer be for her salvation and having God in your marriage.
God also sometimes gives us relief, in his timing. I predict that your wife will either get saved or she'll leave. And if she leaves she'll probably have another man pretty quick, if not before. Then it will all be her doing, not yours, and God doesn't require you to go on being bound to a woman who is with another man. I certainly don't mean try to make all that happen -- quite the contrary. But my point is simply, obey God and if there's any divorce or unfaithfulness let it not be from you.
The one thing you have control over is this: you can have a clear conscience before God in obeying Him from here on out as a husband, father, etc. Also it will be difficult in your situation (to love her, and stay with her), so you will need to seek God's help daily, and constant encouragement, and fellowship.
I think eventually something's gonna give. With such a contrast of light and darkness now in your house, she'll either start to come into the light or will run away from it. Either outcome can be somewhat of a relief for you, though you should desire the former, and I pray for the former.
Glad God brought you to our site. Maybe get your children to join too. You know many, maybe most? kids nowadays are into online porn. Have your kids into the things of God, in church and whatever, and also at home if they're online much expose them to online fellowship such as this and make sure they don't get into online porn, cyber sex, and all that kind of stuff.
As one person in the Bible said: "Choose this day whom you shall serve. As for me and my house, we shall serve the Lord."
God bless you
