Park at UETA on the US side.
Walk through first turnstile gate.
Stay to the right.
Walk through second turnstile gate.
Yay. You’re in Mexico.
Walk down road to your right (heading back north).
Keep walking until you literally come to the border fence (it’s just a few blocks from the turnstile gate).
Follow the dirt road to your left for 10 yards.
You should see that building pictured above.