I came to the U.S on an F1 visa status, my spouce later joined me on an F2 visa. Presently my spouse visa status is FI, while I have file for an F2 visa status and still awaiting conformation. Our marriage is not working out any longer. My question is, can we legally devorce in the U.S and what will be come of my immigration status? Finally can I remarried here in the U.S.

So you are on F-2... your legal status would be ended as soon as your divorce is final.
You can file the divorce at any court in US, and while waiting for divorce decree, you should file for a change of status to other type of non-immigrant visa, or you must leave the country as soon as the divorce is final.

You can remarry in US as long as you maintain your legal status, otherwise you would need an immigration attorney.