The clubs will contest a Confederation Cup clash at Mbombela Stadium on Saturday, with kick-off at 15h00.
Pirates, who won the Champions League in 1995 and reached the Final in 2013, beat Congo side AC Leopards 1-0 in Dolisie in their Group B opener.
Zamalek - five-time Champions League winners - also started their pool campaign with a 1-0 victory, seeing off Tunisian outfit CS Sfaxien.
“We’re expecting a hard game, this is not a game for goals but for points,” said Ferreira.
“This is a small group, only six games to play and two teams will go through so this game is important because it’s the first time we play away. We expect a good game with a good atmosphere."
Ferreira added: “I can’t say I know the team [Pirates] very well but I know their CV from Africa. You can expect a good game when you’re playing at home against a team who wants to be first in the group.”
Meanwhile, the former FC Porto boss believes his Egyptian side has adjusted to playing while fasting for the holy Muslim month of Ramadan.
“It’s more or less 20 days into Ramadan now so players are used to the situation but it was difficult at the beginning but I can say it’s under control now.”