Its fine to use the one that is configured for Brazil if that is the focus of the country that is intended to be processed. The difference in the transformations is the preferences are set for the country being processed all the options that are available under the Global configuration can be manipulated under the Brazil configuration. You want to start with the preconfigured transform that is best to meet your business needs.
As Denise mentioned you have to be licensed for the Referential Data that is installed into the location indicated in the Substitution parameter. Having the full license does not indicate what country support you have purchased. If the correct referential data is installed, then you will need to make sure that the USA and Canada engines are turned off (unless you have data installed), and that you have certification disabled for Australia, and New Zealand (unless you have data installed) as Nestor indicated.
I will note that a Data Cleansing package for DS 4.1 is not a correct installation for a Data Services 4.2 installation. The installers for DS 4.2 included this package required for the Data Cleanse transform to simplify the installation for customers.