Actually, since your husband doesn't live *in* Mexico, the procedure is a bit different for him. Once he has a file number (ie, once you get your sponsorship decision from step 1), he'll need to mail his fingerprints, photos, copy of passport and info on his application to the Embassy of Canada in Mexico and they will process the police certificate he needs.
The detailed instructions, including detailed specifications for each requirement are available at http://www.cic.gc.ca/EnGLIsh/inFORMation/security/police-cert/north-america/outside-mexico.asp
Don't worry if they tell you it will take 6-8 months to process, which seems to be their standard reply. It won't. The PGR gets it back to the Embassy of Canada in Mexico within 10 working days so it will be processed much faster (exact timing depends on processing time at the Embassy of Canada).
Good luck