These funny looking orbs come wrapped in their own paper packaging, or so it seems. These are related to the tomato family and are a staple in Mexico. Their availability is becoming worldwide, so finding them should be easy. The paper coating is inedible so it should be discarding before use. The skin is sticky so I tend to wash them before use, but it's not necessary.
As with the other 2 gazpacho recipes puree all ingredients in a Cuisinart, blender or vita-mix style blender. Let it sit for 2 hours then chill. Adjust for salt and pepper. This can also be poured through a fine sieve or sifter to remove part of the pulp and loosen the consistency, but isn't necessary.