If they and their ancestors have lived on this side of the border for hundreds of years, that would make them Americans and they belong here. If however, their ancestors fought on the loosing side of the Mexican American War and had to leave after 1848, then they are Mexicans and need to apply through the proper channels to come back and live as Americans.
It is moronic to call for the deportation of American citizens because they oppose building a wall. Perhaps they are being selfish for wanting to make it easier to visit their relatives in Mexico - but we don’t deport Americans for that.