The Windsor Martinique is a charming, slightly older-style hotel a few steps from Copacabana beach. The staff were extremely professional, welcoming, and friendly. I stayed for nearly two weeks at the property, and throughout my stay I found them to be accommodating and helpful at every turn. This hotel is clearly popular with tourist groups from all over the world, and they managed the flow very well. My room had powerful AC, the cleaning crew visited every day, and the water pressure was great. This is the sort of hotel you see in Paris, Rome, or any other top-tier destination city.
In terms of the location, I found it extremely convenient, near both Copacabana and Ipanema beaches, and an entrance to General Osario station, it was in an ideal location for public transit or walking (and uber rides were also a great option). For those concerned with safety, I never felt unsafe walking around this part of Copacabana or Ipanema, even at night (it felt comparable to the Times Square in NYC). The area gets much quieter after 11PM and I would recommend using common sense in venturing out at night, stick to areas with more people, like the ocean promenade.
We opted not to do the breakfast option, and if you are a budget traveler there is a great juice stand across Av. Nossa Str. de Copacabana and several smaller cafes and breakfast place, we liked Drop Coffee and Panadero.
Enjoy your time in Rio, it is an amazing city with amazing people!