Yes, If Mexico taxes winnings you will have to abide by their laws.
Regardless of if you repatriate the money or not, you will owe tax in the US on the money. The US taxes your worldwide income, and your winnings are included. You will have to convert the value to US dollars.
If you do have to pay taxes in Mexico, you can get a credit for that in the US by filling for a Foreign tax Credit.
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