Telling us that you are an immigrant is not enough information. Many immigrants are U.S. citizens and many are not citizens. You could be a U.S citizen, a resident alien, or a nonresident alien.
If you are not a citizen, to determine whether you are a resident alien or a nonresident alien see Chapter 1, "Nonresident Alien or Resident Alien?" in IRS Publication 519, U.S. Tax Guide for Aliens.
If you are a citizen you do not have to do anything special to file jointly with your spouse. The fact that you are an immigrant makes no difference.
If you are a resident alien you are treated the same as a citizen for income tax filing. You do not have to do anything special to file jointly with your U.S. citizen spouse.
If you are a nonresident alien the only way you can file jointly is for you to choose to be treated as a resident alien for income tax purposes. If you do that you must include all of your worldwide income on your joint tax return. In most cases you must then continue to be treated as a resident in future years. For more details see "Nonresident Spouse Treated as a Resident" in Chapter 1 of Publication 519.
