A fabulous Mummy friend is setting up an English speaking Mummy & Baby group here in Sao Paulo called Little Peanut. She's starting it in September and will be running classes for different age ranges.
There is certainly a culture here of sending children to day care from very early on. It is very common for both parents to work here, so if you don't have family nearby to help you either hire a full time nanny or you send your baby to a berçário / day care. If you meet other children in the park it's likely to be with their nannies.
It probably took me about 6 months to realise that we weren't going to make any friends for Sophie in the playground, so I joined the INC as they have a weekly baby group which is free. Sophie had also just turned 1 and needed more activities and interaction with other children, not just going on walks through Vila Madalena and looking at art and drinking coffee. The INC is a good alternative to sending your child to a day care as you can meet some lovely mothers who hopefully just live down the road from you. Museums, 1 o'clock clubs (god i miss these in the UK!) and clean playgrounds are just not that accessible here. I've listed a few places here that I've found over the past couple of years.
If you are pregnant, or if you have just had a baby here, there is also a great group that has been set up which does coffee mornings once a month and provides a general forum on facebook for any questions you might have. Email me if you would like more details as it's a private group for now.