Since he is a protagonist, he has major appearances in the film
Nico and Pedro are always together, so Nico does not make any indivitual appearances. Nico's first appearance in Rio is when Blu first enters Rio, and Tulio's car is stopped by the Carnival goers. Blu is enjoying the view when he hears birds singing on top of his cage, it's Nico and Pedro. They're dancing and Nico is beating on his bottlecap-hat like a drum. They fly down to where Blu can look directly at them, and Nico says something in Portugese. Blu pulls out a Portugese to English dictionary, but drops it out of reach. Blu says, "I - am - not - from - here!" Pedro then gets it and says to Nico, "hey Nico, he's a tourist!" and Nico says, "Funny, you don't look like one." Nico asks Blu if he's here for Carnival, and Blu tells him that he's just here to meet a girl.
Nico and Pedro then give Blu advice on how to win a Brazilian lady's heart. The advice would have been accurate if Jewel had stuck to what Tulio had originally planned, instead of planning an escape.
Nico's second appearance in the movie is when Blu, Jewel, and Rafael arrive at the Fruit Market. Nico and Pedro spot Rafael and fly up to talk to him. They apparently haven't seen each other for quite some time, because Pedro asks, "Where you been hiding yourself, Bird?" and Nico says, "Man, I thought you were dead!"
Nico and Pedro then notice Blu and how he's chained to Jewel, and although they mistake it for a spicy touch, it's their natural nature. There are no more separate appearances, because Nico and Pedro stay with Blu for the rest of the movie.