The EU rules require you to make your initial claim directly with SATA. You can't claim for delays of less than three hours. If the delay was over three hours (and it wasn't caused by something outside of the control of SATA) you can claim €250. [Note that the delay time is based upon when a flight
arrives at its destination, not when it takes off].
If you believe that you're entitled to that payment, but you don't receive it, then (as SATA isn't a member of an 'alternative dispute resolution' body) you can either approach the CAA's Passenger Advice and Complaints Team
http://www.caa.co.uk/Passengers/Resolving-Travel-Problems/How-the-CAA-can-help/Refer-your-complaint-to-us/
or the Portuguese Civil Aviation Authority, ANAC:
https://www.azoresairlines.pt/en/before-boarding/delay-notice
(See the foot of that page for their contact details).