Just put the files you translated into the pt_PT folder under app/locale (those starting with Mage_ - like Mage_Catalog.csv and so on) and under app/design/frontend/default/default/locale (the single file translate.csv)
Then go to the admin System -> Configuration, select your frontend store in Current Configuration Scope drop-down, select your locale in Locale options on General Tab and click on Save config button - that will set up chosen locale on frontend store.
For switching locales in admin you can use Interface Locale drop-down on bottom left corner of admin pages.
The files you download comes in the Index are in English.
Just open the files that start with “Mage_” and has all the content in English.
I guess you downloaded the translation source files from the initial Roy’s post. I cannot read Portuguese, but as far as I can see nobody on Portuguese forum proposed an actual Portuguese translation.
I install Magento without the sample data, then I could not see the Your language select options.
I follow your instruction and put the locale files in the correct folder, and save config in the admin->system->configuration.
But I still can not see the Your language select option.
I add a store view to the same web store form admin->system->manage stores and solve the problem
