Brincar de roda can be called "play a circle game" or "play a singing game". I have always called "Ring-Around-The-Rosie" a circle game, and there are many other singing games which are played by children in a circle. "London Bridge Is Falling Down" was one of my childhood favorites, but the children form a line, not a circle to play this singing game. See here: http://www.easy-party-ideas-and-games.c ... games.html
Pegador is tag. Donay's four suggestions are all correct.