The Requirements Wizard Setup does not have Portuguese as an option, but that doesn't mean that it cannot be ran on a machine with Portuguese Regional Settings. I'm sure that you can run the Wizard in English, or any other language that you feel comfortable in, and get the desired results.
As for Win XP 2, I have it too and EG 3.0 works just fine.
I think the document below depicts the
Minimum Requirements, but just to be sure you should contact your local Technical Support Office.
http://support.sas.com/documentation/onlinedoc/guide/release30/sreq.pdf
http://support.sas.com/documentation/onlinedoc/guide/release30/install.pdf