Yes, that’s Mexico on the other side of the water.
And in the background there, that is a green boat. Not that you really need the boat to cross, the water’s only about a foot and a half deep. Of course, you’re also miles from anything. It’s not a place to sneak into the country, but it is a place to sell some wares to tourists. (Note, it is illegal to purchase anything from them here. That doesn’t stop people, obviously, but I am also not recommending it.)