What they say at the border will depend on their circumstances. Do know that your son and his soon-to-be wife can apply for inland or outland spousal sponsorship?
With inland sponsorship your son's wife must live with him in Canada. No big deal in this case. She can apply for an open work permit (OWP) along with permanent residency (PR), which will allow her to legally work in Canada while her PR application is processed. OWP takes 3-4 months to be approved, while PR is about 12 months. Note that her travel during this time should be avoided, though if she must exit Canada, it should be for only a short duration. I know a few people who have traveled while their inland applications have been processing and they haven't had issues. That said, they already had OWP and kept their trips short (no 1-2 month trips).
For outland sponsorship, the processing time for U.S. citizens is relatively short: ballpark 6 months, but could be less. She could live with your son in Canada as a visitor. However, she would not be able to apply for an OWP, so she should account for being out of work for maybe half a year. She could travel in and out of the country.
So what she says at the border depends might depend on the type of application. Obviously don't lie. Some are up front and say they're intending to apply (or already have applied ) for PR, some don't. It really depends on what the officer asks, and considering your daughter-in-law is a U.S. citizen, she's likely to receive very little scrutiny. This goes for air and land entry. I've done both with and without my partner. Even my "roughest" experience wasn't that bad - we simply happened to jump in the wrong line and got the officer who was giving literally everyone a hard time!
