This is one of those interesting "what if" questions that we have to infer our response from the text that we have. Clearly we have no way of knowing how Linda would have responded, but from what we know about her character as displayed in this play, we can perhaps say that she would have been hurt, but would have quietly suffered, staying with Willy and remaining constant in her affections for him. Note the way that Linda is so caring, patient and loving to Willy in Act One and throughout the play. She waits on him, encourages him, gently makes suggestions about what he should do in terms of work and his relations with his sons and is above all constant in her sacrificial love for him, even when she must know that he has hardly been a success in life. Note how she responds to his angry demand that she opens a window with "infinite patience," saying that "They're all open, dear." Note what Willy himself says about Linda to her:
You're my foundation and my support, Linda.
Clearly he recognises how loyal she is to him, which of course makes his own betrayal even worse. All of this evidence suggests that Linda would be loyal and remain silent about the pain that Willy's betrayal would have caused her.