Bi lady in my thirties here. Boy howdy did this get long, sorry!
Some people come out when they're dating someone, and that doesn't have to lead to anything. You don't need to "incorporate" it into your relationship. You don't have to experiment to figure out your sexuality. I knew I liked women when I was 9; I sure as well wasn't having sex. That doesn't have to be different for you just because you're figuring it out later than childhood. You can come out without "doing" anything, both in terms of exploration and in terms of altering your relationship dynamic with your current boyfriend.
If experimenting and/or dating and having sex with women is very important to you and it's not an option to let that go, you have two options. You can open up the relationship (permanently, in many different ways, or just in the threesome way) or you can break up. Truth is, I don't think you can do the experimentation bit without breaking up, but I don't know you; only you do. So I'm going to run through some options anyway.
I come from a decade of history in the BDSM scene, the LGBT scene, and with lots of poly friends, so to my friends the easy answer I would say is open the relationship up to whatever degree is comfortable for both parties and go from there. But you're right - you have no idea how things will go down. And this isn't a critique, but especially in a high school relationship where you lost your virginity, the dynamic is very different from your second or third or fourth partner, especially if you meet them in a scene that is already alternative in whatever way or the idea is brought up earlier in the relationship and therefore is more critical in its dynamic. Even if your boyfriend thinks its hot, the idea you'll "leave him for a woman" (a stereotype prevalent for bi people) might crush the relationship. Even if the threesome goes well, it could lead to nagging thoughts on both sides. And that's not going into the general awkwardness threesomes can often be. This is coming from someone who has done orgies (only twice granted, and it ain't my scene, but just want to let you know this is coming from some experience). But the threesome is still an option, and I don't want to scare you from it if you're both interested in it. How to "go at it" just requires open and honest communication. You just need to sit him down and talk to him about it - about all the great possibilities, the ugly possibilities, what the boundaries are (yes kissing no kissing? If you want a good "gauge" of experimentation does your boyfriend sit out at the start and just watches? Who is the other woman? a friend, a stranger? What does that mean for the sex? What does it mean for after the sex, is she leaving or staying for breakfast or what?). You cannot go into a threesome with even a little bit of doubt, or a little bit of dishonesty, or a little bit of communication left to the side. And you need to trust your partner to go into it with that same open honesty, with the willingness to push through uncomfortable and awkward conversations.
I personally feel a better alternative to the threesome idea is opening up a relationship, but it's only a better idea if both partners are fully committed and very self-aware in similar ways the threesome requires anyway. I wouldn't know if it's a better alternative in this particular situation, and many people disagree with my first statement anyway.
If you're going to be with women, he's also going to be with people. Other women, maybe men. Even if you're okay with that, he might not be. Even if he's okay with it, you two might not agree on boundaries. Even if you agree on boundaries, you never know how it'll go down, and only you know if the both of you are self-aware enough and can communicate well enough to deal with the situation should it go less than stellar. Personally, I don't think many couples can, but I've met loads who have and I don't know you or your boyfriend. You need to know what your boundaries are, you need a realistic idea of how you'll react when you feel weird, you need to be able to communicate your feelings or whether or not you want to close the relationship again, and you need to be aware that the relationship will never be the same after - and definitely might end because of it. Not immediately, all the time, even a year later the break-up can be traced back to opening up a relationship. In my experience, threesomes are "worse" in their immediate blow-up, but both can be devastating.
If opening up a relationship isn't an option, and you need to be with women for your own happiness or certainty or whatever state of mind, you might need to ask yourself whether or not breaking up is the option here. I'm not advocating for it, I'm just saying.
It's okay if you don't want to break up, but changing the dynamic isn't for you (or your bf). It's okay to be bi without "incorporating" anything into the relationship. If you don't want to "jump" into a threesome, there aren't really "lesser" steps you can take to be with women unless you open up the relationship in really small, kinda weird increments. This is a more drastic move, with potentially severe consequences, and if you and the bf decide to do it I would recommend reading up on it a lot and thinking on it a long time.
Truth to be told, if you're happy and don't want to break up, I think it just ends here. You don't have to experiment with women to know who your are. If the goal is wanting to know for sure, the experimentation isn't necessary or even the most efficient way to stop struggling and wrestling with sexuality doubts. If the goal is being with women, then I don't know if that's achievable in your relationship.