Yes, you can file a joint federal return.
On the My Info section, from the side menu, be sure it has your correct current address and that she made money in another state.
Indiana Department of Revenue states If you file a joint federal income tax return, you must file a joint Indiana individual income tax return. So you will need to file a joint Part-Year Resident form for Indiana. It will ask you to allot the federal income sourced to Indiana, so only income earned in Indiana will be taxed. For more information and examples please see their website.
Then, you can file a joint Part-Year Resident return with Kentucky and allot the income there. It will ask if you paid taxes to another state and you will give the amount paid to Indiana, so you are not taxed twice on the same income.
You will want to do them in this order, federal, Indiana, Kentucky.
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