there should be a quest marker for the location she is being held in.
Don't worry about bringing money... bring death instead. Providing who ever your wife is doesn't kill them first and escape. Lydia and Aela have been known to return home on their own.
Go to the place on the Ransom Note, and kill everyone but Your Wife. The UESP can be used to find out where the location is, if Your Journal does not cause the location to have a Quest Marker.
Does this also happen with husbands or do bandits only kidnap women?
happens regardless of Gender, how ever there are a few spouses (both male and female) who can never get kidnapped.. likely due to their combat proficiency
You do not happen to be in Windstad, right? IF so, the note should say where the hideout is. Just go there.
no, you should still worry,
make sure the appropriate quests are highlighted in your Journal so you get the quest marker of where to go and rescue her..
if that does not work, read the note, it will name the location which she is being held.. if you can't find that location, give us the location name and we can try and find a diagram of where it is for you