Specifically for TIJ as you enter the airport there is a large hall outside security. Then there is an immigration station on either side of the check-in area prior to entering the check-in area. Occasionally they are unmanned but even if you can get away with walking past that is a bad idea and would probably be caught by the check-in agent. Usually there is someone there but if they are on break or something you have to track one down. You get the blank FMT and fill it out and go to the airline ticket office window outside security opposite the check-in area to pay directly to the airline for it. It is not necessarily to show your ticket and you can use whatever airline ticket window has the shortest line without regard to the airline you are flying. I usually get the blank form from the immigration officer since there are usually few non-Mexicans and therefor no line, then fill it out in line at the airline ticket window. The airlines might have the blank form too, don't know never asked. Pay your $22, the airline certifies it paid and gives you a receipt and you return to the immigration station and the officer will entry stamp your passport if you are traveling on one, entry stamp the FMT and sign it and and put how many days it is good for which on his whim may be a few days or 6 months.