I did some searching on Google Maps, and discovered that the building complex is the Secretariat of Communications and Transport. It is located on Xola Avenue which is served by one of the Metrobus lines. So a few days ago, I hopped on the Metrobus to take a better look. Unfortunately, the complex is fenced in, and outsiders are not admitted. Except for some murals along the sidewalk, I had to settle for photos taken from a distance.
I found some information on the internet. The government complex was built in the mid-1950s, and numerous artists, including Juan O'Gorman (aha!) were commissioned to decorate the buildings. All of them are mosaics created with colored stones, glass or ceramics. They suffered extensive damage in the 1985 earthquake, but were restored afterwards. That's about all I could find, but they certainly are an impressive collection of murals.