If he has continually been in the US since June 2016, and was in in the US in 2014 or 2015, he is a "Dual Status Alien".
That means that for 2016 he is exempt from paying the penalty for not having health insurance. After you tell TurboTax that he did not have health insurance, it will ask you if you have a situation that can waive the penalty. Check the box that says 'Resident of a Foreign Country'. That will give the proper code to waive the penalty on the tax return. If he does not have health insurance in 2017, he will owe a penalty unless he qualifies for another type of exemption.
Because he is a Dual Status Alien, you CAN file a Joint tax return, BUT you must make an election to treat him as a Resident for the entire year. TurboTax does not do this, so you would need to manually do it and file by mail.
https://www.irs.gov/publications/p519/ch01.html#en_US_2015_publink1000222177
However, filing a Joint tax return would also mean that you would need to report ALL of his Worldwide income from the entire year, including before he came to the US in June. If you do not want to do that, you would need to file separately. However, TurboTax does not guide you with how to file a Dual Status tax return, so I would recommend a tax professional that is experienced the Nonresident Aliens.
http://taxexperts.naea.org/
As for your W-2, that can be tricky. You can follow the directions on the top of the W-4, or you can try the IRS calculator (it is confusing to use if you use it anytime other than early January). If you both work and don't have any children, claiming "Married but withhold at the higher Single rate", and "2" Allowances will often do well.
https://www.irs.gov/individuals/irs-withholding-calculator
