He'll send in the military and they'll successfully kill some "drug dealers".
Mexico will be (rightly) pissed AF.
Mexico will retaliate by just ending all exports to the US of some essential goods (e.g. tomatoes, car parts).
The price of those goods will skyrocket. Business will close. White people who voted for Trump will bitch that, "he's hurting the wrong people" again (leopards eating faces).
Mexico will refuse to take "back" their immigrants because of Trump's bullshit.
Trump will "suddenly" need to jail a lot more "illegals" that he's rounded up.
They'll start making up stories about how all the millions of people in the concentration camps are nasty criminals and murderers... As an excuse for the poor treatment and blatant raping and murdering going on.
Right wing media will tow the party line. Anyone defending the "criminals" (which will include families with children) is a traitor to the country.
I just cant imagine any of his lackeys being organized enough to build a camp network that can hold millions of people. My bet is they will will try to cram hundreds of thousands into camps that can only hold tens of thousands, fail, give up, then declare victory.
Which takes us right back to the start. Embezzling money wont help hold that many people. The number were looking at is an order of magnitude greater than all people currently imprisoned in the US, which is already a huge number and major expense. Trying to come up with a camp system to hold people at that scale is just not the sort of logistical challenge that gets resolved within Trump's attention span.