Hi
If you have a Mobile Share plan, all messaging should be included, including international long distance to/from Mexico and other countries AT&T supports. (International Roaming might still need a plan)
With any other plan:
If you're in US and someone is sending you a message from Mexico, it doesn't cost you anything. When you send a message to another country, you pay a pay per use fee or you can get an International Messaging plan.
If you're asking about using your phone in Mexico, then both incoming and outgoing messages will cost something, or require an International Roaming plan.
You can learn more about your international options by clicking here.
Please let us know if you have any questions.
Thank you,
Dmitriy