You'll probably spot Igreja de Nossa Senhora da Consolação in the skyline before you actually find this important place of worship. Peek inside if it's open or just take in the facade from the street.
You'll have no end of sightseeing choices when staying in Elvas. Igreja de Nossa Senhora da Consolação is a great place to start here, but there are plenty of other fine places to consider. Elvas Castle, Museu de Arte Contemporânea de Elvas, and Castelo are near the principal church and will top off your day nicely.