Snuggles your friend can divorce his wife in the UK. There is no need for them to return to Gambia to get divorced. The only concern for his wife is if she hasn't got Indefinite Leave to remain then she could get deported. It's worth her consulting a Solicitor to find out her rights. But as for your friend it may be to his advantage to get divorced in the UK anyway.
I suppose the bottom line is your friend has to do what is best for him. Regardless whether there is a risk of deportation. I know of people who have gotten divorced and not been deported. However with the LIBCON government that may change.