You Do Need power plug adapter while traveling from Azores to Italy.

Here is Why You Need An Adapter

The outlet and plug type used in Italy are C, F and L and in Azores are B, C and F. This is how they look like.

Azores

In Azores, outlets of type B, C and F are in use.

Type B

Type C

Type F

Italy

In Italy, outlets of type C, F and L are in use.

Type C

Type F

Type L