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You can say:

He is going to his house to play Brazilian music.

He went to his house to play Brazilian songs.

He's going to his friend's house to play Brazilian music.

If you mean music like samba or Brazilian songs with friends:

"He is going to his house to listen to and play Brazilian music." https://www.englishbytheday.com/general-english/a-common-grammar-mistake-about-to In Portuguese, that would be similar to:

"Ele vai para a casa dele para tocar música brasileira.