Will a Apple TV HD work in Mexico
Will apple TVHD work in Mexico using a local WIFi access
Apple TV 4K
Question marked as
Apple TV hardware is the same worldwide, so that would work.
Services on Apple TV may have geographic limitations. I.e. US TV networks will often only stream to US IP addresses.
Other services (Netflix, Prime Video) are available in multiple countries, but the catalog of titles might differ.