Mexico is sort of trying to answer that question for itself right now, not so much with respect to NORAD, but with respect to NORTHCOM.
The Mexican constitution and sort of informal political convention say that the Mexican military is under strict political control and it doesn't engage with militaries from other countries. They particularly have the United States in mind there. However, in practice, Mexican officers have been involved in exchange programs, for example with NORTHCOM, and they are actively consulted by NORTHCOM on a lot of different issues.
There is some engagement military to military between Mexico and the United States, but there isn't much of a clear connection between the kinds of issues the Mexicans and the Americans are dealing with bilaterally and the kinds of things NORAD does, for example.
The one exception to that is the maritime warning function. There may be some point further on in the future when we would want to connect up the maritime warning mission that is being undertaken on a bilateral basis between Canada and the United States with the multilateral maritime surveillance that goes on in the Caribbean and the waters off the southern parts of the United States.