Your screenshot further down is from a feature called the "Localization Framework" and that message is presented when on an 'artifact' you have clicked on 'Request translations' where a setting for that artifact does not yet exist.
Essentially a "setting" is to tell LF what you would like it todo when it generates a task for translation and against what artifact that is relevant for. E.g. which group might be responsible for the translation, do you want to use a cloud MT provider etc.
Luckily, it's nice and easy to sort, go to - Localization Framework > Settings
Create a new "settings" record and define what languages you need and for what artifacts (in this case it's the "Catalog Item" artifact but you can also just set it to be for all) and what publication workflow you would like.
Here's an example of me defining one for all artifacts for all languages I want on one of my demo instances, to be like the following:
Once that's done and you've configured it for the right artifact and Brazilian Portuguese (as per your screenshot) you will be able to select "Brazilian Portuguese" as a target language,
Many thanks,
Kind regards
