Got married in Nov 2015, Wife will be coming to US on or before 31st Dec 2015. Can i claim her as my dependent and file taxes as married jointly even she wasn't in USA.

You will be able to file jointly with your spouse for tax year 2015 even if she is not in the USA anytime during 2015. And a spouse is never claimed as a dependent, they are your spouse on a joint return which correctly gets you the personal exemption for each of you. 

However you will need either a social security number (if they are eligible) or a taxpayer identifying number to include your new spouse on your return.  Use IRS Form W-7 to apply for a Taxpayer Identifying Number.  A copy is here: http://www.irs.gov/pub/irs-pdf/fw7.pdf .  You need to attach your federal tax return to the application.

The tax return and W-7 are mailed to:

Internal Revenue Service
Austin Service Center
ITIN Operation
P.O. Box 149342
Austin, TX xxxxx-xxxx

When the number is issued you will receive a notice in the mail and the federal return will be forwarded for processing automatically. If you will need to file a state return as well and you have not gotten the ITIN by 4/15 then file a state extension and complete the return when you get the number. 

Also:  "You may also apply using the services of an IRS-authorized Acceptance Agent or visit an IRS Taxpayer Assistance Center in lieu of mailing your information to the IRS in Austin. TACs in the United States provide in-person help with ITIN applications on a walk-in or appointment basis. Applicants outside the United States should contact an overseas IRS office to find out if that office accepts Form W-7 applications. The IRS's ITIN Unit in Austin issues all numbers by mail."