I've been in the US for some years but My wife has never been to United States, can I use Married with joint filing for my tax withholding?

[Critter-3]

If you are a US citizen or US resident and your spouse does not have a Social Security number or an ITIN and you are not applying for an ITIN with the tax return then you can only file your tax return as Married Filing Separately.  Where asked to enter the spouse's Social Security number enter 999-88-9999.  You can only print and mail your tax return, it cannot be e-filed.  When you print the tax return erase the Social Security number for your spouse and manually enter NRA for non-resident alien.

See this TurboTax support FAQ for the procedure to print and mail a tax return using the online editions - https://ttlc.intuit.com/questions/1944348-how-do-i-print-and-mail-my-return-in-turbotax-online

If you decide to file your tax return as Married Filing Jointly you must apply for an ITIN with the tax return and you would need to be providing a statement with your tax return that you want your Nonresident Alien Spouse Treated as a Resident.  See IRS Publication 54 Tax Guide for U.S. Citizens and Resident Aliens Abroad page 7 - https://www.irs.gov/pub/irs-pdf/p54.pdf

Go to this IRS website for ITIN information - https://www.irs.gov/individuals/international-taxpayers/general-itin-information

[Opus 17]

To file jointly, you must elect to treat your wife as a US person for income tax purposes.  The forms you need to file are listed in @Critter-3 's answer.

If you elect to treat your wife as a US person for income tax purposes, you must report all your wife's world-wide income on your joint US tax return and pay US tax on it.  (If you file separately, you only report your own income.)  If your wife also pays foreign income tax, you can claim a deduction or credit on your joint return for those foreign taxes, but the final result may be that you pay more US tax than you would otherwise.  The only way to know for sure is to prepare test tax returns for your exact circumstances.  

Failing to declare and pay US tax on your wife's world-wide income (if you file jointly) could affect her immigration status if she applies for residency.

[webster4live]

I'm not a US citizen. My visa class is F1. Does the earlier explanation still apply?

[Opus 17]

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@webster4live wrote:

I'm not a US citizen. My visa class is F1. Does the earlier explanation still apply?

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If you are on an F visa and have been in the US less than 5 years, you are considered a non-resident and must file a 1040-NR.  Turbotax does not prepare the 1040-NR, you will need to find another tax software provider.  You only report and pay income tax on US-source income, and not your world-wide income.

A non-resident alien cannot use the married filing jointly or head of household filing status.  You have to file married filing separately.  Your spouse does not file a US tax return unless they have "US source" income, in which case they also would be required to file separately.  

Note, however, that you are exempt from the substantial presence test only if you comply with the terms of your visa.  If you violate your visa requirements (such as, you work outside your educational allowance, or you lose your educational status and stay in the country illegally) then you may pass the substatial presence test and be considered a US resident, and be required to file a US tax return to pay tax on all your world-wide income.  In that case you could make the election to treat your wife as a US person for taxes.  But I wouldn't recommend violating the terms of your visa just to be able to file jointly. 

Review

https://www.irs.gov/forms-pubs/about-publication-519

and 

https://www.irs.gov/pub/irs-pdf/i1040nr.pdf

and

https://www.irs.gov/individuals/international-taxpayers/substantial-presence-test