A "coyote" is a Mexican who is paid to smuggle people over the border and often to get them to a particular destination in the USA. They know where the border is very easy to cross, they know how to bypass the interior checkpoints --- of course almost everyone knows that. Some illegals know how to make it over on their own because it's not very difficult to those who know how the border works --- but for Guatemalans, Oaxacans, Mayans and those other in the interior, a coyote comes in handy.
Thank you!