Ok, missed the part where the OP said they have also applied for PR to Canada. I thought they meant "future" application. Yes, the OP must inform CIC that they are married and the wife must be added to the application. The OP may NOT have applied through FSW as it could be one of the other economic classes (not enough detail to tell) or it could be as a dependant, etc. Anyway, at this point we would need to know which class the OP applied under.
I'm now less worried that the wife has an ongoing application as this can be withdrawn pretty easily, especially since no meds have been requested so processing is obviously not complete. However, the OP has more serious concerns!
You know what frustrates me? So many people will apply to immigrate to Canada and while going through the process, completely change their lives (like getting married, have children) and NOT tell CIC that their information has changed although it is stated in EVERY corner of EVERY application, letter/email from CIC, Guide and processing manual to INFORM CIC about ANY changes!!! It's EVERYWHERE! The OP states that they've already sent their passport in for visa stamping yet they only think to ask about this now?
I'm sorry to rant but this happens all the time and then applicants cry foul, "CIC ruined my life" and yet it the OP should have READ the instructions given to him when he received the passport request!!! Is that too much to ask? Argh!