I'm married, and my female colleagues have been asking me to divorce and marry her, or expose our scandal. What should I do?

If you really love your wife, tell her and see if she will let go or face it with you. If your wife chooses to face it with you, you can just let the female colleague shake it. I'm sure she won't be so stupid. The reason why she threatens you like this is that she really wants to be with you, or she sees that you are afraid to make a mountain out of a molehill and solve the problem with money. I suggest you unite with your wife first and then with the outside world.