Go to manage.windowsazure.com.(For more information go to msdn,microsoft.com/library/azure/dn132599.aspx#BKMK_Updating)
and perform the below steps.
Log in with your Microsoft account credentials.
Create a directory in Azure AD:
Click New > App Services > Active Directory > Directory > Custom Create.
In the Add directory dialog box, enter directory name, domain name, and the Country or Region for the directory.
Add an application:
On the Applications tab, click Add > Add an application my organization is developing.
Enter the name of the application.
Select Web application and/or web API as the application type.
In the Sign-on URL and App ID URI fields, enter your institution’s domain URL. For example if your portal domain is myschool.portal.com then enter the value as “http://mychool.portal.com/%E2%80%9D.
Note: The App ID URI must be unique.
Click the checkbox in the bottom-right hand corner of the page.
Configure the application:
On the Configure tab of the portal application, generate the key value by selecting the validity of the key.
Note: Copy and store the key value as you won’t be able to retrieve it after you leave this page. The key value is required to integrate Azure with your institution portal.
On the Configure tab of the application, specify the reply URL. The reply URL must be http://<your_webapplication_url>/azure/azure_ad_authenticate. For example if your portal domain is myschool.portal.com then enter the value as “http://myschool.portal.com/azure/azure_ad_authenticate%E2%80%9D.
Note: If you have more than one school to create single sign-on for, enter each URL in a new line, in the same format.
Click Save.