My answer depends a lot on your unique situation. If you have a good co parenting relationship then it may make sense to have this conversation together. The main purpose of including her would be if she supports it and can lay a nice foundation for your new relationship with your kids.
If you don't have a good relationship, then I don't know that including her makes sense. The conversation is about you sharing with your kids that you are about to begin a new life - one that only includes your ex when it comes to the kids. If she isn't supportive, then you run the risk of her sabotaging it with the kids.
I hope that helps and wish you every success with your upcoming marriage. Be sure to spend time reviewing my remarriage preparation materials and feel free to ask another question if anything comes up!