Seeking a divorce from a Canadian citizen not living in the United States

Generally speaking, you should proceed with a divorce. The fact that you have not lived together is essentially irrelevant and, again, generally, a divorce will be more readily, and less expensively, available. You will need to commence the divorce action in the state where you reside, not where you were married. There is a procedure for serving absent defendants, regardless of where they reside. An attorney can assist you in this process. Get an attorney.