Regardless of what her inquiring mind asks you to reveal, you should keep the details of your activity with other women to yourself—even if she claims she's just curious and insists she won't be upset. Her masochistic inclinations aside, it's your job to not purposely inflict pain on her.
The where, when, and why are between you and the other girl. Sharing the particulars of what you do, even casually ("I just had Mexican with Michelle last night") is tactless, and will leave a bad taste in her mouth. Keep the details under wraps. Nobody cares about Michelle and her gluten-allergy.