Brazil, with millions of windows phone sold, are facing this disappointment, while people are enchanted with "SIRI" (virtual assistant of Apple), who bought a windows phone even have a functional one.
Hey Vinicius,
Cortana is available for Brazil since Anniversary update. Check out if your phone is updated! Probably you are using a phone non-eligible for Anniversary update.
Cortana is not region restricted anymore. You only need to have your phone to be set in one of the supported languages. Tap on the search button to activate Cortana if your phone language is supported.