Yes, you will need to drill and tap a hole in the muffler body for the pressure line fitting. Du-bro sells the brass fittings in assorted inch size threads (not metric). Being non metric threads makes it easier for some modelers to have the correct tap size, 8-32, 10-32. My local hobby store in Georgia (USA) has them in stock but that's a long drive for you in Brazil
Now that I see you're in Brazil, metric taps may be more common for you. Check your local hobby store or mail order supplier.