You can use a vpn as most people who are in a region where they are not able to view a site does this.
Cashing out if you win something could be another thing as if they are suspicious of you doing something out of the ordinary they can ask you to prove where you are. But it would need to be a substantial amount for them to ask you these sort of questions such as over 500mbtc I would say.

So Mexico is banned from their site? That is weird as this would mean the US would probably be as well.