Is it normal for my boyfriend?

First off, any ex is bad news.
But you cant just.jump to a conclusion.Your freind can just be exaggerating.Think logicaly.
how does your freind know she was there? If she was there, why was she there? If she was not there, how does she know?
I would bring this up to your boyfriend assertively.. Dont accuse him. Your going by what has been heard through a.grapevine.

sounds like your making a big deal out of nothing, he probably didn't tell you cause HE didn't think it was anything to worry about and of course you would still react even if he told you. You need to trust him. There is absolutely no room for jealousy in ANY relationship

It's not a problem for him to hang out with his ex as long as he gives you good reason to trust him. But he hasn't, I'm afraid. There shouldn't be secrets in a relationship. If he's doing something as questionable as spending time with his ex, that is something you should know about and he should be up-front about it. There needs to be better communication in your relationship, or you don't have reason to trust him and that's a real problem.

Talk to him about it, say he always needs to be up-front about stuff like this, and not wait for you to find out about it.

if you're concerned you should ask him why is she visiting him, maybe they have broken up but are friends

Okay, firstly I'd like to mention that it takes great streanth to post a question here and not got nuts at him (yet) and I comend that.
I myself am very good friends with all of my ex-girlfriends, (with a few exeptions) we talk online, meet up for coffee or a drink, go out on what could almost be considered a date, and my first true love and I (the girl I lost my virginity to) are very good friends and frequently hang out at each others flats, (fuck we live on the same street now) but, its compleetly plutonic, although there maybe feelings however small they are, nothing has, or will happen. They are ex girlfriends, and we stopped seeing each other for a reason. I've let one ex sleep on my sofa walst my current girlfriend have been in our bedroom. A relationship takes trust, hard work and dedication, if you don't trust he's being faithfull or your not being informed of important things like this, then you perhaps need to sit him down and ask why she was there and why he thinks it was apropreate to let this go on without telling you. If his reason seems genuine then move on from it. If he becomes more suspicious then ask him not to see her for the good of your relationship. Good luck.

if someone saw them then clearly they weren't alone behind closed doors.

Sometimes jumping to conclusions is a great way to come up with the wrong answer.

I would ask why he felt he needed to keep it secret.

Most likely, he meant to avoid having to explain or have a talk about this, possibly causing problems or stress in your relationship.

Still, it's important you tell him that honesty and openness are necessary for a working relationship. Show him that you stand by him and will not get mad for something like that IF he tells you and doesn't hide things. That doesn't mean you have to like it, and feel free to say so, but once you "etablish" that there are secrets between you, that will cause you only problems later on.

Thats why i think talking will be important. Not asking and leaving may be overreacting when the reason was harmless(did they stay friends afterwards, did she pick something up, WHAT did your friend see and how long?)
And staying with him without asking will only help "etablish" secrets between you as something normal.