It doesn’t mean anything. It’s just a load of old rubbish that someone asks you what it means without giving an answer and refuses to tell you because he/she doesn’t know what it means either.
Person: “Hey, do you know what ‘Her Mexican’ means?”
You: “What?”
Person: “Her Mexican”.
You: “No?”
Person: “Ha, you don’t know what it means, see ya!”
You: “?? Wft?”
