As an F-1 visa holder for three years being in the US, you are a nonresident. I would not go to the local IRS office as not everyone is knowledgeable about IRS tax regulations.
Here are the instructions what you should do:
1. Fill out a Form 1040-NR reporting US source income only. As TurboTax does not support any nonresident tax forms, you are advised to contact Sprintax which is affiliated with TurboTax to help our nonresident aliens with their US tax returns. Also, see here: https://www.irs.gov/forms-pubs/about-form-1040-nr
2. Fill out a Form W-7 to obtain an ITIN for your spouse. Click here: ITIN
3. If you can e-file with Sprintax, follow their instructions. Otherwise, read below:
Where To File
E-file.
If you e-file your return, there is no need to mail it. However, if you choose to mail it, filing instructions and addresses are below.
Individuals.
If you are not enclosing a payment, mail Form 1040-NR to:
Department of the Treasury
Internal Revenue Service
Austin, TX 73301-0215
U.S.A.
If enclosing a payment, mail Form 1040-NR to:
Internal Revenue Service
P.O. Box 1303
Charlotte, NC 28201-1303
U.S.A.
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