Hi Stephan ,
You will require the license to be enabled on your org for SAML SSO and the license is called "SAML SSO" ,Please contact with your CSM to get more in detailed information.
How to set up SAML SSO:
Errors in SAML SSO
IICS do support Azure AD if it's SAML 2.0 based IdP. You can configure with any IdP that uses SAML 2.0 like Okta , SSO circle, etc...
basic steps involved to configure sso is here: