If Donald Trump gets elected and tries to build a wall, not only will there be protests at the construction sites on both the American and Mexican sides, cartel attacks on the sites and probably shootings (the border patrol already reports snipers at the border), there will probably be attacks on the supply lines to the wall.
At the border it gets crazy and shouldn't exist, there are cars at the bottom of the Rio Grande right now because people drove their cars across the border so that Police couldn't chase them, and that's not even getting in to the Cartel activity or anything like that. And in Mexico, the cartel has open gun battles with the Police, you can find tons of videos from Mexico where there are people just driving somewhere and they are caught in a zone where there is crossfire between the Federales and the Cartels.
The cartels go to people's houses and ask them "Bala o Plata" which means "Bullet or Silver" and they will either take your land/services and give you money or take your land/equipment and kill you. And this all exists because of the drug laws in America, without the drug laws in America there would not be the inflated price on drugs, meaning there would be no money for the cartel in drugs. The border actually keeps the cartel alive. A wall is not going to do anything to stop the cartels from doing anything.
The cartels have submarines that they ship cocaine in, and they run much of the Government, Mexico is known by everyone there to have a very corrupt Government. You can't just build a wall and say "Now stay out", it just gets worse from there.