What would you offer to a company in Mexico that they couldn't hire a bilingual Mexican to do? How would you interact with other employees? Could you live on Mexican wages? Are you aware that minimum wage in Mexico is about $5 per DAY? If you had employees, how would you communicate with them and the many governmental agencies that you would have to deal with?
Starting a business in Mexico is a long and complicated process with many potential pitfalls. Again, visit a consulate for guidance.
Mexico is a large country with 31 very different states. Its major cities are quite sophisticated and its country villages can be dismal. The coastal tourist enclaves are very expensive and intolerably hot for half the year.
If you are in the USA, you might want to take a driving trip of several months through Mexico. You'll learn a lot.