They are similar, but distinct, concepts.
In divergent evolution, selective pressure causes differences within a single species to accumulate, eventually leading to speciation. Speciation can be caused by a variety of factors, such as geographical, reproductive, behavioral, or temporal isolation, etc.
In adaptive radiation, typically several niches are present in an ecosystem, leading to several species evolving from a single common ancestor. A niche is essentially an opportunity for a species in an ecosystem to evolve, to where there is little to no competition. Darwin's finches tend to be the prime example for adaptive radiation. Since there was little competition when the finches first arrived at the Galapagos islands, they speciated into multiple distinct species to specialize in consumption of seeds, fruits, insects, etc. Eventually, each species evolved to have distinct traits, such as in their behaviour and reproduction, making mating between species close to nill.