well the idea of a cultural identity essentially incorporates all those things, nationality, race, ethinicity, gender, sexuality, religion, traditions, language, history, sense of belonging etc. the aim of the study is to see how a Brazilian cultural identity is represented in the films. 

So, for example, if you have seen several Barzilian films, as you have, what connections can you find between them? are there familiar themes that come up time and again? and if so what are these themes and how do they relate to Brazilian society? were you given any insight into Brazilian cinema?

Most films deal with these issues in some way, sometimes they are transparent and some times, as Bordwell once said, they work like an opaque veil hiding something underneath. 

For example, with Central Station, the themes i felt it was commenting on were the role of the state and their neglect of children (leaving Josue to fend for himself when his mother dies), the role of the family (Josue wanting to search for his father), and the importance of religion (the pilgramage they encounter on their journey).

Hope this explains it a bit better.

thanks

Chris