Militarily? Nothing.Maybe sanctions, maybe independent strikes on Mexican soil without Mexican consent. What could they do to stop it?
But it’s an act of war against your biggest trading partner that you share one of the planets longest land borders with. Tens of millions of Mexicans live in the USA and at least a half million Americans live in Mexico permanently. This is not launching cruise missiles against some pirate or Taliban outpost on the other side of the world. The consequences would be felt for decades. No way his generals and admirals would accept such a reckless order.
I foresee sanctions, trade measures and a massive crack down on the border involving the military. Big budget increase to the border patrol and DEA.