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

Here is Why You Need An Adapter

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

Madeira

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

Type C

Type F

Italy

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

Type C

Type F

Type L