Guess what.
When you marry someone you will have to deal with all kinds of tough problems together. You will have to face up to them as a team. And the sexual one: "this person doesn't have enough sex or doesn't have sex with me ever, and I am horny af" is one of the most common ones. It's like the cream of the crop, without the cream, of marriage problems. ..xD
TELL HIM. Work on it! If you are ready to cheat already, after you've "tried everything", then I don't think you two should have got married (yet). Yes I sound like a douche, but I am being real here. No, it's not your fault right now that he's not being good in bed. That's HIS fault and it sucks. It is the worse and causes depression and resentment and all kinds of things. That's not your fault, you are innocent. However...
It will be your fault though if you decide to cheat on him. It's your job, to go talk with him, as many times as it takes until he realizes this problem and you tell him, that you will leave if it continues. If something is bothering you, you go tell him and work on it. You tell him how much it sucks and you also ask him if there is anything wrong (maybe he's scared and doesn't know what to do). You show him how easy it can be, and how fun it can be for him, hearing you get off (erhem yep) it will be like the awakening of his soul, trust me. Communicate! Show him that. If he gets off that fast I have a feeling he hasn't had much experience, so you might want to give him some courage. If he's scared which I am 98% certain he is, and will think up excuses saying he's too tired or what not. Tell him to cut it out and brave up. Also, tell him it's okay to be nervous, work on it. He's got to try though.
That way he has a chance. You don't cheat. That is lying to him and basically betraying him in one of the worse ways a human can betray another person that she "loves".
Marriage is a lot of work. Get working. Don't jump ship the moment the waters get rough. Try to navigate the storm and fix it. Otherwise you will sink a lot of ships.