RIO DE JANEIRO—Saturday is not a school day, so kids in Rio de Janeiro’s City of God favela fill the dirt roads playing soccer or pretending to be cops and robbers around dangerous alleys. All the while, parents are watching over them, hoping their children don’t get scouted by drug dealers seeking messengers and couriers. Another person is watching them. Marcelo Modesto was born in a calmer City of God than the infamous one of the 2002 film. He’s aiming to take some kids off the favela streets and try and turn them into professionals of a sport many Brazilians deem elitist, or exclusive to white people. Golf. A caddie for four decades, the 54-year-old Modesto has opened a golf training center in the most violent area of the favela. Without public or private funding, from just a sheer passion for the sport, Modesto has attracted 100 kids to the …