Is the World-Ready Composer turned on?
No, what is torned on is Adobe Paragraph Composer.
If I turn on World-Ready Composer (single line or paragraph) appears the symbol of substituted Fonts.
In all fonts appear the symbol (square).
Is strange because is only in CS6(v8.02) the other versions are ok.
I've never set Portuguese, so I really don't know what to tell you. It would be my presumption, though, that this sort of feature would be handled in the World-Ready Composers, but clearly there is either a bug or I'm mistaken, or both.
I would suggest you file a bug report at Adobe - Feature Request/Bug Report Form, though I doubt there will be a fix.
I already have made a report…and hope (hope) that will be fixed.
It's very stressing work this way.