Two important documents which should be available for the property that you want to buy are:
Tax document (caderneta predial):
The sales agent should have this documents and you or your lawyer should have it. It describes the property with number and description of the rooms, area of the house, area of the land, etc.
It should be identical with what is listed in the extract of the land registry (certidão do registo). That document lists the details of the property, numbers, size, description of the building and the current owner. Furthermore it shows if there are any morgages or other liabilities registered on the property.
Another important document is the habitation license.
It shows that the property can be used. Make sure that the license is totally in accordance with what you are buying.