All perfect praise be to Allah, The Lord of the Worlds. I testify that there is none worthy of worship except Allah, and that Muhammad is His slave and Messenger.
First of all, you should not have married a woman whom you know does not wear Hijaab unless she repented from that and put on her Hijaab.
Now that you have been married, you should know that Allah Says (what means): {O you who have believed, protect yourselves and your families from a Fire whose fuel is people and stones, over which are [appointed] angels, harsh and severe; they do not disobey Allah in what He commands them but do what they are commanded.} [Quran 66:6]
So, you are asked to protect your wife from being thrown into Hellfire, and your doing so is part of your duty towards her.
Allah Says (what means): {Men are the protectors and maintainers of women…} [Quran 4:34]
This woman should know that wearing Hijaab is an obligation on her and she has no choice about it; she must not delay wearing it. In fact, she must abide by Allah's Orders immediately.
Allah Says (what means):
• {O Prophet, tell your wives and your daughters and the women of the believers to bring down over themselves [part] of their outer garments. That is more suitable that they will be known and not be abused. And ever is Allah Forgiving and Merciful.} [Quran 33:59]
• {…and not expose their adornment except that which [necessarily] appears thereof and to wrap [a portion of] their headcovers over their chests and not expose their adornment except to their husbands, their fathers, their husbands' fathers, their sons,….} [Quran 24:31]
So, it is forbidden for the Muslim woman to expose her beauty to non-Mahram men. If this woman refuses to return to the right path, her husband should first advise her and warn her against Allah's Anger. But if she persists in her refusal, he should refrain from sleeping with her. If this does not have any good results, then he should beat her if it is useful. But he should know that this beating should not leave any trace on her body nor should it cause the breaking of a bone or leave any wounds as it is beating for good conduct and not beating to punish.
Allah Says (what means): {But those [wives] from whom you fear arrogance - [first] advise them; [then if they persist], forsake them in bed; and [finally], strike them. But if they obey you [once more], seek no means against them. Indeed, Allah is ever Exalted and Grand.} [Quran 4:34]
If all this does not help resolve this problem, then he should ask one of her pious relatives to talk to her and try to convince her to wear Hijaab. If all this remains fruitless, then this man should divorce this woman, as there is no good in a woman who refuses to wear Hijaab.
In addition, divorce is lawful even if the woman is pregnant.
For more benefit on the evidence for Hijaab and its conditions, please refer to Fataawa 81554, 83765, 83702, 81494, 354259 and 83033.
For more benefit on the steps to be followed by the husband in dealing with a disobedient wife, please refer to Fataawa 89480, 84120, 357901, 85402, 400900, and 83244.
Allah knows best.