If you are planning a bird walk on your own, eBird.org is a great starting point. eBird has identified multiple "hotspots" in Dona Ana County that serve as birding areas and are open to the public. By visiting eBird and searching hotspots in Dona Ana County, you can explore the birds found there and see pictures and bird descriptions to help with identification. Directions via Google Maps can be found there, too. Dona Ana County, eBird.org.
Always remember to dress appropriately for the season, wear sunscreen, and bring water with you. And don't forget to have enough gas in the car!