In general, in order to file MFJ, you have to make an election to treat your spouse as a US resident for tax purposes. This means you must include all their world-wide income on your joint US tax return and pay US tax on it. (You can claim a deduction or credit for any taxes your spouse pays in Mexico on the same income.). Your spouse needs an ITIN, international tax ID number. You get this by filing your tax return by mail on paper, and include a form W-7 (ITIN application) along with any proof required by the W-7 (like a passport or birth certificate). Mail it all to the address on the W-7 instructions. After the IRS issues the ITIN and returns the documentation, they will process the tax return. You can't apply for the ITIN separately from the tax return.
However, the US has a tax treaty with Mexico and I don't know if it modifies those general rules. You may want to consult a CPA with expertise in taxes for foreign residents.
https://www.irs.gov/forms-pubs/about-publication-519
https://www.irs.gov/individuals/international-taxpayers/tax-treaties
Or, file married filing separately and omit your spouse's income from your tax return.
