I got an immigration process going on but they want me to go to the interview and Mexico and I can go is any other way already got my emigration appro

If you entered the USA illegally you are required to visa process at U.S. consulate Ciudad Juarez. I would urge you to consult with and hire an immigration lawyer to assist you with this case. I don't think you’re capable of handling these matters. Your immigration attorney will be able to debrief and brief you, analyze, assess and evaluate your case in order to maximize the possibilities for a successful result.