Do they watch Dora in English in Mexico?

Answer 1

Not exactly.

The versions of Dora in Spanish-speaking countries go in the other linguistic direction. In the US version of Dora the Explorer, the main characters speak English and some of the esoteric characters speak Spanish. The viewer is encouraged to speak a few words in Spanish to communicate some urgent message to these monolingual Spanish-speaking characters, like to avoid a hole in the road by shouting "agujero" meaning "hole".

In the Spanish-language versions of Dora the Explorer (they are dubbed differently in Spain and in Latin America), the main characters instead speak Spanish and some of the esoteric characters speak English. The viewer is encouraged to speak a few words in English to communicate some urgent message to these monolingual English-speaking characters, like to avoid a hole in the road by shouting "hole" to this character.

Answer 2

Yes