Mexican food can be spicy but it varies a lot from between individual cooks and individual dishes from the same cook, as well as regionally. I've been to places where virtually everything on the menu was, at most, on slightly spicy--but they had one dish with, e.g., an intense salsa negra that was incredibly spicy. Mexican food is incredibly diverse, and definitely included plenty of spicy, bury it's not uniformly or even mostly spicy.