I believe that your application will just need to be made to accept SAML claims for authentication. It may help to know what your app is written in as I know there are SAML plugins for Java and I'm pretty sure its built in to .net
You would also need to provide a SAML endpoint, i.e. ADFS for external users to federate with - they would also require there own SAML infratsructure. You can host ADFS in Azure if that helps :-)
"Political correctness is a doctrine fostered by a delusional, illogical minority, and rabidly promoted by an unscrupulous mainstream media which holds forth the proposition that it is entirely possible to pick up a turd by the clean end."
My thoughts are my own and are in no way representative of my employer.