Well, it depends. Sometimes the information on Wikipedia about whether a story is based on truth can be ambiguous or incomplete. You might have to do some further research elsewhere to get a definite answer.
The Affair movie does have roots in reality. However, it's not a straightforward retelling; some creative liberties were taken to make it more engaging for the audience.
In fact, 'Royal Affair' draws heavily from actual historical occurrences and individuals. However, some creative liberties might have been taken for dramatic effect.