To practice windsurf in Algarve in the south of Portugal is easy to do as there are several spots that have been reserved for this particular activity, such as Sagres, which is close to Vilamoura.
Before windsurfing here, it is important to know what kind of wind you are looking for, and this should depend on your level of expertise. There are onshore, and sideshore winds, and even some spots with offshore winds, and other spots especially for beginners. Remember it is important to choose your spot carefully, as this is the Atlantic Ocean, and the waves can be quite big most of the time, and even dangerous.