When an unbelieving spouse walks away from the commitment of marriage, let go. Continue to pray for him.
And should he request a divorce, you let go. Yes, it's your marriage and you are sincere about wanting to keep the marriage going. But is he says it's over, then it's over.
In the meanwhile, focus on reading/studying Scripture. Find a church and attend. You'll eventually make friends there, but let the friendships develop naturally and slowly.
Also in the meanwhile, as you experience the various emotions of the grieving process, turn those emotions over to our Lord to help you through. Divorce is much like death, only sometimes I think it is worse. Only, with death, there is a finality. With divorce, there will remain the potential of seeing your former spouse or members of his family or some of his friends, and initially, the pain from the divorce will surface anew.
Above all, embrace the fact that you are a child of our Lord God. He's knows your value; He knows you are worthy. Do not internalize at all any thought that the end of marriage has made you a 'failure.' You're not. After all, our Lord God loves you incredibly, and His grace and mercy embrace you!
Our Lord
will keep you and see you through these days,
Starr.