Whenever I mention sport shooting as one of my passions I frequently get the same questions. -- Real guns? With real bullets? Is it safe? Is it even legal? Will you take me to shoot with you? -- The answer to all of those questions is yes, except for the last one. In Brazil only instructors are allowed to bring unlicensed patrons into a shooting range and I'm not an instructor.
Lucky for you I'm friends with Marcius[1] and he happens to be an excellent shooting instructor accredited by Policia Federal. So if you're looking for a couple hours of introductory shooting experience or a full-on training, aiming to get your own sport shooting license, he's the man I would recommend.
As for where to shoot, there are plenty of indoor and outdoor gun clubs to choose from. The choice of a club to go highly depends on what type of training you're looking for. Talk to your instructor of choice to select a club that is both appropriate for the activity and conveniently located for you. My favorites are Camuflagem[2], TJ[3] and CTB[4]. BTW, there's a list of accredited instructors in Policia Federal's website[5].
Camuflagem is a small boutique club in Asa Sul focused on quality: air circulation, illumination and acoustic treatment are the best in town.

TJ Thirus is a large indoor range located on the north side if Brasilia, near Água Mineral Park. It features a large range with a lot of lanes and two ranges without dividers.

CTB is a shooting club with an indoor range, which I have never visited, and an outdoor range featuring a 300m rifle range and a series of smaller pistol ranges. The last state-level handgun competition was held there.

See you in the range!
[1] Marcius Ainon, +55 61 99866-6618 (whatsapp)
[2] Camuflagem - https://g.page/camuflagem-armas
[3] TJ Thirus Clube - https://goo.gl/maps/Rmo5qefCaubf9NgG8
[4] CTB - Clube de Tiro Brasilia - https://g.page/tirobrasilia
[5] Accredited shooting instructors - https://www.gov.br/pf/pt-br/assuntos/armas/instrutores-de-armamento-e-tiro/credenciados