but i dont know how to prove im going to canada....
Honestly - don't stress about this part - i think it's the least of your worries. We are applying outland and I'm currently living with my partner in his country while we wait for his PR.
On the IMM form they have a 'list' of evidence of your intent to return - given the uncertenty of the time line for the partners PR the list is challenging - however there is an 'Others' section. I don't know what your status is in Mexico but I would include the following as proof of intent to return.
Active Canadian Bank Accounts
Letter from parent or friend stating they know you are coming back and that you can stay with them/they will support you while you get started
Evidence of Savings
Evidence that you are searching for a job (correspondence with potential empolyers as well as accounts in job forums)
Proof your are looking for an apt/house
If you have an RRSP or tax free savings account - proof of that
A letter outlining your plan to return to Canada.
If you are interested in going back to school then applications or correspondence regarding that.
If you dig around on these forum there are several threads devoted specifically to this topic - people have some good ideas.
However - if you are admitted to Mexico as a vistor/tourist - then it would follow that you are 'living' in Canada and just visiting your spouse - so you may not have to provide proof of intent to return.
A more senior member may be able to clarify this - i think on the form it says that you need to fill this in only if you are living exclusivly outisde of Canada (however i don't know how 'exclusivly' is defined)