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

Here is Why You Need An Adapter

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

Switzerland

In Switzerland, outlets of type C and J are in use.

Type C

Type J

Azores

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

Type B

Type C

Type F