Hey gricelanora
I am one of those that had to appeal, so I'm well aware with how it works. Basically they send the sponsor (I'm assuming you) a copy of the decision with the appeal instructions, and you have to file an appeal within 30 days of receiving this document. The embassy in Mexico City never sent my wife the instructions, so it wasn't until I sent a very demanding email that they gave me a pdf and a word file with the appeal instructions. If you ever need them, send me a PM and I'll email you a copy.
The process is relatively simple compared to what you had to go through to fill up the PR application.
You just have to fill out one sheet requesting the appeal, and send it along with a copy of the embassy's refusal.
There are three offices and you WILL have to travel to one of these for the hearing, which will be 8 - 12 months after you file the appeal, in my case it took around 16 months since Toronto was busy and had many applications.
Anything East of Montreal, and Ottawa, you will send your appeal to the office in Montreal.
If you live in Ontario (Except Ottawa) you will send your application to Toronto.
Anything west of Ontario will be sent to Vancouver.
The purpose of the appeal is to prove that the Immigration Officer in Mexico City is wrong, for example if you get denied because he doesn't trust the relationship is genuine, then you will have to gather additional information and also explain the reasons why he denied you and why the IO is wrong.
20 days before the hearing date, you will have to mail copies of any evidence to the Minister's counsel and to the IAD (Immigration Appeal Division, TO, MTL or VAN)
My appeal was very simple really, my wife went to Toronto and brought along several family members as witnesses, after questioning her, my mother-in-law and my sister-in-law, they called me and they put me on speaker phone and I spoke to the Judge (Decision maker, as he calls himself) and the Minister's counsel. They were incredibly nice to me, though the minister's counsel was trying to be a bit more serious, but she couldn't resist laughing to my funny jokes and adventures about when I was in Canada
They'll ask you questions that you probably never imagined, so if it's fake, they'll find out. They asked me stuff such as when we started getting intimate, on what side of the bed I sleep, where does she work, how many hours does she work per week, what are our plans for the future, Who cooks when we're down here in Mexico, to which I replied "The guy working kitchen at Subway" and they started laughing out loud. 8)
I guess confidence and a good sense of humor goes a long way!
Needless to say, immediately after I hung up my wife called me to tell me I was accepted and they were allowing the appeal. The Judge told my wife that it would take like 6 - 12 months for me to be back in Canada, of course this all depends on the embassy in Mexico City.
Now I'm at this stage of my process, I just got the appeal allowed and I'm waiting to hear from the embassy here. Hope this helps!
If you have any more questions then I'll be glad to help. However I do think you're getting ahead of yourself
Worry about the appeal only if you get denied.