The green chilies are no doubt from the town of Hatch, some miles up the river, which the universe has determined to be the best place in the whole world to grow this variety. Don't worry, they are chilies, and will tickle your tongue, but you can handle it. They aren't fiery hot.
The station was designed by architect Daniel Burnham, better known for Union Station in D.C.
Don't go to Juarez. If you have a little time to tour El Paso, drive thru the campus of the Univ of Texas at El Paso, UTEP. It is a unique collection of Bhutanese-style buildings, modeled on the monastery-fortresses of that Asian mountain kingdom. And do take Scenic Drive along the edge of Franklin Mountain, for a fine view of the two cities. The Magoffin Home State Historical Park tells frontier history in an 1875 adobe home.
If you really prefer to walk, follow around the Convention Center to the venerable Camino Real hotel, and stop in to see its fine stained glass dome over the bar. You don't have to buy a drink -- but you can. Then across the street, the Museum features a fine display of Southwestern Art, with Tom Lea and other painters. A little further on is the historic San Jacinto Plaza, under repair for like forever. Many fine downtown buildings from the 1910s-20s-30s by noted architect Henry Trost.