El grito de dolores comienza a

por la mañana
a la medianoche
las diez de la noche
las diez de la mañana

El Grito de Dolores comienza POR LA MAÑANA.

Explanation:

When we talk about “El Grito de Dolores” we are referring to the Independence of Mexico first event. On the year of 1810, Miguel Hidalgo y Costilla, a priest that lived in La Nueva España (name of Mexico when the territory still belonged to Spain) decided to start the movement of emancipation of the Spanish crown.

The historians remember that Hidalgo y Costilla made his church’s bells ring to call to the people, who later started fighting for their rights. The event is called “El Grito de Dolores” because all happened in Dolores, a city that nowadays is known as Dolores Hidalgo (near to the state of Guanajuato). The libertarian speech that followed the bells ring was pronounced in the morning of September 16 of 1810, approximately at 6:00 a.m; thus, we can say that the correct option is the first one: POR LA MAÑANA (at the morning).