Absolutely! I think, however, you need to recognize one thing before you begin.
Understand that the business side of opening your own agency is the most difficult part. Even in Brazil, there are laws to adhere to, accounting, marketing, and networking that need to be done - all of which are difficult in their own right. Without a love and knowledge of running a business, you’re likely to struggle. If you are not passionate about the business side of things, it may be worth looking to bring in someone who is.
To answer some of your more direct questions:
Just a good portfolio is enough to start getting jobs and proposals?
Yes, although the portfolio needs to be of high enough quality to represent that you can, in fact, do high quality work.
What’s the ideal amount of projects to start getting recognized?
Your first 5 paying clients are usually the hardest to get. If you can get past that point, you’re likely to see some success.
Some marketing strategies like email marketing, social media, landing pages and opt in are efficient in the beginning?
Yes, and these strategies will continue to be important is you grow and build your business.
We are using these strategies of marketing but it seems to not working well.
Keep plugging away. If you do good work, your primary method of new clients will likely come from referrals. That’s one of the reason why getting those first five clients is so crucial, and also so difficult. Without a well of referrals to draw from, it’s going to be rough going at first.
One simple way to get referrals is to ask everyone you know if they need any UX work done. Start with your LinkedIn contacts, move on to other business contacts, and work your way down to friends and family.
Most of this advice comes from Andy Ruteledge’s designprofessionalism.com - a resource I highly suggest you read before going any further. Particularly relevant is Chapter 3, which covers striking out on your own, either as a freelancer or starting your own agency. http://designprofessionalism.com/career-path-starting-your-own-agency.php