So, I married Ysolde from Whiterun and by the time I got outside her and the rest of the guests were gone. Now I don't know where my wife is. They did not ask me about where we would be living, never got the chance.
Did you agree on a place to live? If not then you'll probably be able to find her back in Whiterun at the market; or at her home. She'll be in one of those two places. I don't know where her home is... sorry. If you did agree to move to your place (if you have one) then she'll be there. It might take a couple of days as she has to "walk" all the way back to Whiterun.