Create and assign sub-categories that are more specific to each post. in the Mexico category.

When you do that then when the posts are published the software will automatically display them on the dynamic Category and sub-categories pages.

Create a custom menu http://en.support.wordpress.com/menus/

Add dynamic categories and sub-categories pages into custom menu as items and order them as required.
http://en.support.wordpress.com/menus/#adding-category-pages
http://en.support.wordpress.com/menus/#changing-the-order-of-menu-items-and-creating-sub-menus

Here’s a link to a custom menu walkthrough > http://onecoolsitebloggingtips.com/2011/08/11/wordpress-com-custom-menu-walk-through/

There are many common errors, misunderstanding and misconceptions when creating custom menus and you can read about them here > http://wpbtips.wordpress.com/2011/12/19/custom-menus/