João is a the Portuguese form of Iohannes (equivalent to the English name John and from the Greek name Ιωαννης (Ioannes). It is derived from the Hebrew name יוֹחָנָן (Yochanan) meaning "YAHWEH is gracious" (Behind the Name).
Coelho is a Portuguese surname meaning "rabbit" and is the surname of many famous people from both Brazil and Portugal (Wikipedia).
Coelho is likely to be from Brazil, as he has a Portuguese name and surname, and attended the Castelobruxo Wizarding School in Brazil. He does, however, play Quidditch professionally in Peru with the Tarapoto Tree-Skimmers. He would not have to be Peruvian - many professional football (soccer) players in the modern world often play for club teams far from their home country.
Lexicon list of Quidditch Captains
From the Web
Writing by J. K. Rowling on Pottermore: Castelobruxo Wizarding School
Pottermore feature: Quidditch collection
Harry Potter Wiki: João Coelho