For some sport yes, but there's no reason Brazil couldn't in theory develop good athletes in biathlon / cross country skiing / nordic combined / ski jumping / freestyle skiing with a combination of roller skis, dry slopes and water jumps. While the competition in those sports are on snow you can do almost all of the training in warm weather and then have your elite athletes make the adaptation to the snow.
For a lot of winter sports most of the athlete's development actually happens in summer.
As for ice sports, if you look at the US for example quite a few of their skating athletes come from warm climates. The best American Ice Hockey player is from Arizona, they've had Olympic gold medalists in speed skating come out of Florida, figure skaters come from all over, some of the best slopestyle athletes in the world grew up skiing on plastic "snow"... It's more of a cultural (if ice hockey was as popular in Brazil as it is in warm weather places like Arizona, Texas and Florida then Brazil would eventually build the infrastructure for it and good players would naturally emerge) and resource problem than a "Brazil can't ever be competitive in winter sports because of the climate" problem.
Alternatively get more Canadians to immigrate to Brazil, we'll build ice rinks. I suspect the Curling club in Dallas, Texas (where I live - not exactly a cold climate) has the highest concentration of Canadians in the metroplex, with the exception of the Canadian consulate. There's also a very healthy recreational ice hockey scene here, even though it's over 40C in summer more often than not and it barely ever freezes, all as a result of a professional team setting up shop here.