If you're a minor, you need to talk to your parents about seeing if you can go to a counselor. Most insurance companies now pay for counseling, so there shouldn't be a problem there.
If you are an adult, find out what coverage, if any, you have for therapy. Most cover counseling / mental health, but you might have to pay for a deductible and a portion of the session.
I can tell you that even though it feels like it, it's not the end of the world. At least you found out about this before getting married and having this turn into a big mess.
I'm not going to lie - it hurts when someone that you care about loves or likes someone else. It can be a hard thing. However, it's not worth hurting yourself, such as self-harming, because no one is worth that much attention.
It will only make you feel worse, it will cement your low feelings of self-worth and it will leave you with physical scars. No friendship or relationship is worth a physical scar.
Step back. Take a look at this situation. Let him go and figure out what he wants. You decide what kind of man you are looking for, what kind of relationship you want and go from there. It may not be with him, it may be with someone else. It will be okay. Trust me. Things will get better for you.