A sponsor must be domiciled in the US. Only certain exceptions apply. This is a complicated topic, and it is not possible to assess whether your wife qualifies to be your sponsor by means of this forum. I strongly recommend you consult with a reputable Immigration attorney before filing your application. You can find one in your area at ailalawyer.com. Good luck.
[This answer is for general purposes only; it does not constitute advice and does not establish an attorney-client relationship.]
The affidavit of support is not needed if you are filing just the I-130 right now. The affidavit of support is typically filed with the application for adjustment. While the I-130 and I-485 can be filed simultaneously if in the US pursuant to an entry with permission, if you are outside the US the I-130 is filed first and must be approved before you can move on to filing for permanent residency. You may wish tonhire an attorney to help.
The answer provided here is general in nature and does not take into account other factors that may need to be reviewed for a more precise answer. You should consult with an immigration attorney before taking any action. The answer here is not intended to create an attorney-client relationship.
I would be concerned about your statement that your wife did not file US tax returns. Even though she may have earned all her income outside the US, she is still required to file federal US tax returns if her income is above the mandatory amount. She may wish to talk with a tax professional or accountant as soon as possible. If her employment will not continue in the US, then her current salary probably will not be seen as helpful for purposes of the affidavit of support, and her current bank account balance is not sufficient to qualify on the basis of her assets. So you may need to add a joint sponsor who can file another affidavit of support on your behalf.