I had something similar happen to me a few years back, not engaged but a few years strong. Suddenly she ended it abruptly and I was blind-sided. Turns out, it was for another guy.
I just tried to better myself. I started going to the gym, took the money I would've spent on her/us and spent it on me. I upped my style a bit (you know, a couple nice jackets, hoodies, pairs of boots). Bought a kayak, realized I had more time to adventure. Bought a nice pair of Ray-Bans. Took more vacations. It made me feel good. But, unfortunately it will take time. Just keep busy, people will say not to think about it, but if you do nothing you're gonna dwell in it.