In Italian, numero means number (a noun). In Spanish, it is numéro. In French it is numéro or nombre. The Italian adjective is sometimes numeri.
No, the word maio is not Italian.
Specifically, the word is a masculine noun in its singular form. It means "(the month of) May". The equivalent in Italian will be maggio.
The pronunciation will be "ma-yoo" in carioca and continental Portuguese and "MAD-djo" in Italian.