First, congratulations.
Second, what country?
Third, the answer below is generally true, but might be modified if there is a tax treaty with your specific country. @pk will be the best person to answer that.
The general rule is that if you file separately, you only report your own income and deductions. You usually can't e-file because your spouse doesn't have a tax ID number.
If you file jointly, you must make an election to treat your non-resident alien spouse as a US resident for tax purposes. When you do this, you are required to list all your spouse's income and deduction on your tax return with your own income. This subjects your spouse's income to US taxation, but you can claim a credit or deduction if she also pays tax in her home country. Filing jointly usually results in lower US tax because it has a lower tax rates, and some deductions and credits are limited or disallowed when filing separately. However, the financial impact of filing jointly or separately in your situation can only be determined by you, by testing both scenarios. IRS info here.
https://www.irs.gov/individuals/international-taxpayers/nonresident-spouse
If you want to file jointly, you will need to apply for an ITIN for your spouse. You can't e-file your tax return. Instead, print and sign the tax return, and also complete a sign a form W-7 ITIN application. Mail the tax return, the W-7, and any required identity documents to the IRS address for ITINs, not the address for tax returns. After the IRS issues the ITIN they will process your return. Your wife will not be granted an ITIN unless she has a financial connection to the US -- since she does not have a US job or own property, her connection is established by filing a joint return, so she will generally be ineligible for an ITIN if you try to apply before filing the tax return.
Also note that when she applies for citizenship or a green card, there will be a question, "have you ever failed to pay income tax that you owed." She doesn't owe tax if you file separately, unless she somehow has US-source income, but she would owe tax if you filed jointly, so be sure to include her income on a joint return even though she doesn't get a US W-2 or 1099.
