Yes it is necessary to inform CRA of a marital change and it can be done online or by calling them. While filing it will ask for your marital status as of Dec 31, 2014 so if you were married by then you will have to file as being married.
In terms of filing taxes for your spouse:
You dont need to file the taxes for your spouse since they are not in the country
In terms of adding your spouse (non-resident) to your taxes:
The person filing for taxes is able to add a non-resident spouse to the filing. I called the CRA and confirmed with two agent; they said I will have to declare her world income and have to show proof if requested of us being married (they suggest that if you are supporting your spouse, you can show the payment receipts but I presume a marriage certificate etc will also help). This was the same story told by my tax consultant at H&R block with whom I have been filing.
Since my wife is not working and has no income other than mine, I added her to my taxes and claimed her (I think her base was 11,000 odd) and got a bigger tax refund
Hope that helps.
+1 if it did