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

Here is Why You Need An Adapter

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

Italy

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

Type C

Type F

Type L

Azores

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

Type B

Type C

Type F