Alright there is a lot to break down here so lets get started,
1) Base on what you have provided you would likely benefit the most from filing as married filing jointly.
2) Your taxable married status can be married even if the W-2 says you are single.
3) The state you would select is at the bottom of the list: "Foreign or U.S. Possession."
4) Since your spouse is a nonresident alien you have the option of married filing jointly or married filing separately, since she has no income you would likely benefit most form filing as married filing jointly.
I determined these recommendations based on this article: https://turbotax.intuit.com/tax-tools/tax-tips/Taxes-101/Claiming-a-Non-Citizen-Spouse-and-Children-... that goes into details about this topic. I would recommend reading it.
