If he means it's going to come out of their pockets directly, he's deluded.
On the other hand, given the trade deficit he could say, we're pulling out of Nafta, unless you kerb your unauthorized border crossings.
Alternatively he could fine the unauthorized border crossers they catch and partially fund it that way. Or he could institute temporary permits (seasonal whatever) and impose a fee for those. Also fine employers who hire undocumented workers and fund it partially that way.
It really depends on what he means by "Mexico" and "pay". But if he's flexible, and he appears to be, it could be possible.
