On Sept. 28, artist Mario García Torres sent a telegram to Walker Art Center curator Vincenzo De Bellis.

The yellow paper, printed in Courier font, contained a wager. He bet that the Walker would not hire a new executive director by the time his Walker exhibition opened Thursday. If he was wrong, García Torres would donate this telegram turned artwork — titled “The Walker Director Bet” — to the museum.

There’s humor in this piece, which makes light of a question on many minds: Who will replace Olga Viso, nearly a year after her resignation was announced?

But that’s not really what García Torres meant.

“It is kind of a joke, but at the end of the day it is not about the joke — it is about the expectation,” he said. “It is about what makes a work of art. What is the documentation of a work of art? When does an action actually become a work of art? Those are the questions implied in that telegram.”

Such is the practice of the Mexico City-based artist, whose work is full of tricks, illusions, looping questions, investigations into otherwise obscure details and a fascination with the museum itself.

He’s never shown his work in Minneapolis, but the city is now host to his first career survey at a U.S. museum. Curated by De Bellis with assistance from Walker curatorial fellow Fabián Leyva-Barragán, “Illusion Brought Me Here” presents 45 works of art from 15 years of the artist’s oeuvre.

Two of those pieces — the telegram and “Goodbye Goodbye” (2018), which uses archival film to create a story about the demolition of the old Walker building — relate to the Walker itself as an art institution. The exhibition fills the Target galleries with sound installations, slide shows, videos and clusters of two-dimensional conceptual artworks. The show is not organized chronologically, and it seems to end up back where it started — or at least, that’s part of the web of tricks offered by this clever artist.

García Torres, who has had solo exhibitions at the Modern Art Museum of Fort Worth, Pérez Art Museum Miami, Museo Tamayo in Mexico City, TBA21 in Vienna and the Hammer Museum in Los Angeles, among others, is fascinated by museums. Throughout his practice, he has reflected on their politics and ways of rethinking what the museum is or could be.

The show includes “Open Letter to Dr. Atl (Carta Abierta a Dr. Atl)” (2005), a video of a canyon near Guadalajara that was the frequent subject of a famed Mexican landscape painter and was planned as the site of a new Guggenheim Museum. (The project was canceled.) And in “Cover Letter” (2011), García Torres applies to run the Kunsthalle Bern museum in Switzerland in the form of a slide show, with text at the bottom and images of him making a bouquet of flowers — a token of kindness.

He actually didn’t think he would get the job, he said, but he knew that the museum received the application because he sent it via FedEx.

“I got no response, which was very disappointing,” he said. “I talked to a few people when I was doing the thing and they said: ‘For sure they will respond; this is Switzerland; what are you talking about?’ Somebody told me that the guy who was choosing the director pretended to present it as a piece.”

Not that García Torres is bitter — it’s just one of the risks he incurs by making conceptual art.

Similarly, the artist also riffs on persistent art-world questions. “This Painting Is Missing/This Painting Has Been Found” (2006-present) investigates a list of missing pieces from the catalog of California artist Ed Ruscha. In one room, García Torres has created white templates representing each vanished Ruscha artwork, printed with the title, year, materials and size, and leaned them up against the wall. In making the artwork, he has helped locate pieces — some of which had gone untracked because of lost sales records or because they were gifts to friends.

In this type of piece, there might be an end in sight — but the point isn’t for it to be over. It is for the process to occur.

A fascination with questions ongoing, unanswerable or existential is at the core of the artist’s practice.

The show begins with an older piece, 2004’s “Until It Makes Sense” — which is simply a video loop showing these four words.

“That was Mario’s e-mail address forever — untilit makessense@hotmail.com,” De Bellis said. “It is to show how important this sentence was for him. It is sort of a self-portrait.”