Tapas are a Spanish (NOT MEXICAN) specialty. They are starting to become popular here in the US but I have been going to the bars in Spain since the 1980s.
The US version differs form the Spanish slightly. In the US you sit down and order some Sangria or other 'real' wines like a Rojas and then order several small plates of hot an cold appetizer like dishes (tapas). You pig out until you are full or run out of money or fall off of your chair from the wine
The Spanish experience is a little different. You are actually in a bar, the tapas may be displayed in glass like an ice cream case. You stand and eat them while drinking and talking. It is a little more social as well.
FYI I see two in Albuquerque you could try (Geckos on Central and on Academy) go with friends, it is always better to go to Tapas with friends.