Simply add the VM to your Active Directory domain and follow the setup gui to get Active Directory Federation Services up and running.
Active Directory Federation Services provides access control and single sign on (SSO) across a wide variety of applications including Office 365, cloud based SaaS applications, and applications on the corporate network.
Eliminate Passwords from the Extranet
Secure Access to Applications
Better Sign-in experience
Manageability and Operational Enhancements
Need help setting up your ADFS environment, reach out to us and we can assist in getting your environment up and running in Azure - How to setup ADFS Farm 2016