Talking openly and non-judgementally is the only way to go, but is very difficult. I am glad she has such a good friend in you to talk to, but remember to stress that it doesn't mean he doesn't love or want to be with her.
I think the shoes and the dogging are two separate issues. Many people role-play while being with each other, but maybe this idea is abhorrent to her. He may like the idea of dressing up, and she may be willing to explore this aspect.
The dogging is a different ball game. Some people are into it, but it is most definitely not every body's cup of tea. If dogging sites are the only porn he is looking at, he may be considering doing it in which case she has a problem. If it is just one aspect of his porn viewing, then he is probably just getting fantasy kicks out of it that he'd never act upon. Porn in itself is something different people have different views on, so if he is doing this to the extent he is doing nothing with her she has a problem. Otherwise, she needs to just be honest and tell him that his Internet jollies are disturbing to her.