I live in Baja Mexico and want to build a house with pine poles what
can I do to treat against termites.

Assume you will soak or impregnate some termite poison into the wood
prior to building.

In California the label is the law, That is materials can only br used
as described on the label. Baja has it's own rules.

You don't want to poison kids pets or livestock. 

Any chance to encase most of the wood with cement?  or tar?