Puerto Rico income but reside in Florida US

Hi,

I work as a Self-Employed IT Consultant for a company in Puerto Rico. I make invoices and they retrieve 10% of the invoice for Puerto Rico tax purposes. For my taxes, I receive a 480.6SP. 
How do I file federal taxes and Puerto Rico taxes?

Do I file first in PR and then in the US or viceversa? 

As well, I'm married. Is it best to file jointly?

 

Thanks in advance