Welcome to FT!
There is also an information desk in Terminal 3 after exiting customs, should you have any further questiions, or should Azul not be present in the recheck area.
When you exit customs, continue walking straight, don't go to the right where people will be waiting and the elevators and escalators to upper floors are located. After passing that, the recheck area is a nook on the left.
You didn't mention when you are traveling, but I'll be doing this again next week, so if there are any changes, I'll post here.
In the past, at least with TAM, UA would tag the bags to VIX, but you still need to claim them at GRU to go thru customs as
neuromancer stated. Since Azul is a partner, UA may be able to tag them to CNF. Don't be surprised, though, if when rechecking they pull the tag off and put their own.