Bear in mind that some countries (i.e. UK) will not allow you to change visa categories while already in the the country. You must leave and apply for a new visa from your home country.
Example: in the UK if you hold a valid student visa (Tier 2) and find a company willing to employ you based on your expertise (Tier 2), you must to go back to Brazil and apply for a visa "Tier 2" from there and then come back to the UK.
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You can go to almost any country as a tourist and apply for jobs. Just don't mention this in your visa application or they will refuse your visa.
Once you have an employer willing to sponsor your H1-B / visa / work permit, you can go through the immigration process and move with your family.
Bear in mind that some countries (i.e. UK) will not allow you to change visa categories while already in the the country. You must leave and apply for a new visa from your home country.
Example: in the UK if you hold a valid student visa (Tier 2) and find a company willing to employ you based on your expertise (Tier 2), you must to go back to Brazil and apply for a visa "Tier 2" from there and then come back to the UK.
Edit: student visa (Tier 2)
student visa (Tier 4)
It's the same in US.