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

Here is Why You Need An Adapter

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

Russia

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

Type C

Type F

Azores

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

Type B

Type C

Type F