Mexico could always file a complaint, justified or not.
But what would that do for Mexico? Even if Mexico could win the complaint, it cannot enforce that judgment against any sovereign, especially the US, as so much of Mexico's export depends on the US.
In this game, the customer always wields the leverage. Unfortunately so for Mexico.
Edit: Mexico isn't picked randomly, and the game plan is all laid out in Ross confirmation hearing.
Mexico is picked to show other countries, especially China, however damaging of a weapon a trade war with the US can be. Mexico is picked for the maximum visual, with its heavy dependence on the US for trade and cash repatriation, for its weak economy and currency, for its limited currency reserves, ... Mexico is the mostly likely country to capitulate in a trade way with the US.
After that, Trump gets to maximize its negotiation leverage against China, Japan, slides, Germany, ...
Edit 2: this is a trade war that Mexico cannot win. However, Mexico doesn't have to fight the war on Trump's terms. One argument I haven't heard the Mexican government using is humanitarian crisis. If the Mexico economy collapses due to the trade war, Mexico can flood the border with its people, creating a humanitarian crisis and pin that on Trump. Selective TV footage here can be the greatest weapon for Mexico.