Olá, Jose.
Obrigada pelas informações.
Agora eu parei no passo seguinte.
1) ES_J_1BNFE_SET_NUMBER
- Execute Transaction se18;
- Choose the "Enhancement Spot" radio button;
- Enter "ES_J_1BNFE_SET_NUMBER" in the proper field;
- Choose "Create" pushbutton;
- In the screen "Create Enhancement Spot" enter "NFe Set Number Enhancement" in the field "Short
Text";
- Select the "SAP Internal Use" radio button;
- Choose the "Creation of Enhancement" pushbutton;
- Select the "Enh. Spot Element Definitions";
>>>>>> - Enter "IF_J_1BNFE_BADI_SET_NUMBER" in the field Interface; Não tem esse campo de interface. 
- Enter "J_1BNFE_BADI_SET_NUMBER" in the field BAdI Definition;
- Choose the "Multiple Use" radio button;
- Choose the "Can only be implemented SAP-internally";
- Choose the "Reusing Instantiation" radio button;
- Save and activate the BAdI definition;