From Columbia MO:

Go east on I-70 for 21 miles to the Kingdom City exit. Take Highway 54 north for 16 miles, then take the first Mexico exit. Go north on old Highway 54 (Clark Street) and go over the railroad bridge. Turn right on Jackson Street and go one block to the square. The courthouse will be on your left.

From Hannibal, MO:

Take Highway 61 south ten miles to Highway 19. Bear right on Highway 19 heading southwest for 27 miles. Take Highway 54 westbound for 13 miles into Mexico. Turn right on Jefferson Street and proceed 3 blocks to the square and the courthouse will be on your left.

From Paris, MO:

Take HWY 15 south 27 miles. Turn left at the four-way stop in Mexico at Monroe Street. Go east three blocks to the square and the courthouse will be on your right. All hearings are held on the second floor of the courthouse.

Click on the red arrow to get a map to the courthouse: