Sansa Stark is nowhere near Winterfell in the books, hasn't met up with Jon, and was never married to Ramsay. Instead, her old friend Jeyne Poole was the one sent up North to marry Ramsay. The showrunners have basically switched their storylines.
This is a big bummer because Sansa is actually doing decently well in the books! In "A Feast for Crows" and "A Dance with Dragons," it was Jeyne Poole, who is posing as Arya Stark, who gets married off to Ramsay. All the abuse is happening to her, and she escapes with Theon and the help of Mance Rayder during "A Dance with Dragons." Sansa, meanwhile, is chilling out at the Eyrie with Lord Petyr Baelish (aka Littlefinger).