Where can I find a dataset of monthly or yearly electricity consumption from Latin America or from any related zone?
You should select from the left navigation bar the WDI database, then select the individual countries, then the time series "Electric power consumption (kWh per capita)", then the years. There are other electricity consumption time series, and an entire database for sustainable energy availability.
You can download the timeseries as a CSV or Excel from the top right.
If you want total consumption, and not per capita, then you'll have to multiply each country and year by the population. Their data portal will have that data, too.
The US Energy Information Administration (EIA) offers total yearly energy data for countries and regions. From their page you can select the countries or region and then the year, and then download to Excel. Direct Link. Years available are 1980 to 2012.