Add SSO integration setup

[stephaurelio]

Description

This PR explains how to use the integrated Okta and Entra ID apps to set up SSO connections and clarifies what is supported for SSO connections.

Related issues or tickets

Closes JIRA https://docker.atlassian.net/browse/ENGDOCS-2099

Reviews

• [x] Technical review @ivan-californias
• [x] Editorial review
• [ ] Product review

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