A Mexican is a person from Mexico, the only country south of the USA border (unless you count parts of Canada being under Alaska). It's a nationality and not a race. Mexicans can be of any race while most of them are a mix of Spanish and the Native people which explains why some Mexicans look like Native Americans.
Most Americans, including Mexican-Americans, are ignorant and think all hispanic people are Mexican and that all Mexicans are one race of people that spoke Spanish since the begining of time and before Christopher Colombus arrived. That obviously is not true.
That Mexican guy lives in Mexico and eats Mexican food.