If you are a sole proprietor, all of your income and information goes on the joint return. You do not file a separate return for the business unless it is an Scorps, Ccorps, or multi-partner LLC. And, no, you cannot file single if you are legally married.
**Disclaimer: Every effort has been made to offer the most correct information possible. The poster disclaims any legal responsibility for the accuracy of the information that is contained in this post.**
No, if you are starting up a side business as a single owner, you can still file a joint return with your spouse and report your Business Income/Expenses on Schedule C in your personal return.
You can type 'Schedule C' in the Search area, then 'Jump to schedule c' to get to this section (or find it under Wages & Income).