There are in general two ways to sponsor your wife:
Outland: your wife remains in Mexico for the duration of the Permanent Residence (PR) application process. She could come to Canada as a visitor but that would depend on whether the Visa Office (VO) grants it to her, most of the times they would refuse a visa when a PR case is ongoing but you can try.
Inland: your wife applies from within Canada, whether under a visitor's permit or other kind of temporary residence visa.
Outland is the fastest process and offers you the advantage of being able to appeal in case of a refusal. For Mexico, the entire processing time is about 15 months, but you can get lucky and be done in less than that.
Inland takes longer, about 10 months for the first stage (sponsorship approval) plus another 12 months or so for the PR portion. There's no option to appeal an inland in case of refusal, also the applicant must remain in Canada while the process is ongoing, if she decides to leave, she may be refused re-entry which would jeopardize the entire process.
All the forms for Outland can be downloaded and filled out online here:
http://www.cic.gc.ca/english/information/applications/fc.aspIt's also more advisable to wait until your youngest daughter receives her Canadian Citizenship certificate and then apply for a Canadian passport. You don't need to sponsor your Canadian children, only your Mexican wife.
I suggest start with examining the forms and reading the guides, then post specific questions on this forum.
Good luck.