It seems, that the autocorrection does not work until I open the settings window and close it again.
The default KMail autocorrection language is American English.(Could be the system language?)
If I try change American English to Brazilian Portuguese and click on OK button (Apply button stay disabled) KMail changes the autocorrection language to Brazilian Portuguese as expected.
After restart, autocorrection language is American English again.
Settings -> Configure KMail -> Compositor -> Autocorrection tab