Remember the US Embassy consular section is divided into three distinct, busy sections. American Citizen Services (ACS), Nonimmigrant Visas, and Immigrant Visas. I am not sure which "programs" you want to check out, but it would probably pay off to check the website first before going by the Embassy and waiting in line for a chance to speak with the staff. Information for ACS (passports, notarials) etc are on the website. Going to the Embassy without a clear idea of what it is that you need is like going to DMV just to check it out.
Regarding the process for immigration for your wife, Texmeg provided the relevant websites and links. Remember that the Embassy (Dept of State) has nothing to do with your immigrant visa PETITION until said petition is already approved by USCIS. Entonces, they cannot really assist you on site other than to give you the same website and links that are readily available online. This may be a bit unsatisfying, but there is no USCIS presence at the consulate here. Once the petition is approved you will be dealing with Embassy staff to schedule your appt, get the docs in order, etc.
Good luck.