You're right that Llamas are South American (though they weren't always - the fossil record shows Llama-like animals as far north as the southern states ~20K years ago), but mexico is so much more than just tropical jungles! Some parts see snow every year, and there are piles of mountains all over the country. It's such an incredible place.

Mayans traded via boat with South America. They had a pretty good idea what existed down there.