@HPPanda can I ask if your wife has joined any clubs (keep fit, swimming, running, art anything?) Or done any voluntary work, or been part of any church or religious/faith group etc or had classes, language classes or evening classes etc, since coming to the UK?
If she has been part of these groups and not made any friends at all, this doesn't bode well because she will need to socialise with parents of your new child's friends.
If she has simply not been part of any of these activities then presumably she prefers more solitary pursuits or activities with you. There is nothing wrong with this but, again, children need to learn to socialise before school and to some degree outside school. Your wife, if she is the main carer, will need to facilitate this.
I think you may need to speak together about this and work out how to proceed.
It is interesting you are posting and not your wife.
I've lived abroad, away from family, and found I really needed to make friends, so the fact your wife has not suggests to me she is very self relient.
However, as others have said, she will need a support group.
There is time to build friendships and support but I think you both need to explore this topic and work how to proceed.
Good luck. 