There is a Foundry book that has a few pages dedicated to Portugal:
http://www.amazon.com/COLONIAL-ARMIES-AFRICA-1850-1918-Organisation/dp/1901543072There are 22 pages devoted to Portugal, which is about 22 more than you find in most other books on colonial Africa

Germany only has 16, with Britain getting the most coverage.
There are 32 illustrated uniforms including a couple native auxiliaries. Like others in the series it is B&W. I have to admit that I have not yet read the section on Portugal so I can't comment on how useful it might be, although it looks promising.
As far as I can tell Foundry doesn't have it for sale anymore and the Amazon price is sick- I don't know what the story is there, as it was just published in 2006.