Hi lynpc5798,
Welcome to the community and thanks for posting. Sorry to hear you're not able to connect to a network in Mexico.
International Call Barring needs to be set to OFF. If you're still having issues then please answer the following questions:-
Have you restarted the handset since landing?
Have you performed a manual network search?
To do this follow these steps:-
Settings > More > Mobile networks > network operators
Look forward to your reply.
Thanks