First you'll need to setup an enterprise application within your Azure Active Directory instance.
- Select 'New application' from the Enterprise Applications Screen
- Select 'Non-gallery application'
- Enter 'Velaro' as the name for the application
- Click the Add button
Now that you've created the application, we can setup SSO.
- Proceed by clicking on 'Single sign-on'
- For the single sign on method, select SAML