Hi there,
It's not clear if you are asking to have your application added to the Azure AD Enterprise Gallery. If that is the case you can follow the process here to sign up for the Microsoft Application Network portal and submit the application, as well as find any prerequisites:
https://learn.microsoft.com/en-us/azure/active-directory/manage-apps/v2-howto-app-gallery-listing
If you are asking about another 3rd party SaaS application, the application will need to support either SAML or OIDC to provide SSO. If the application does support either of those, you can still integrate it into Azure AD for SSO, the instructions can be found here:
Overview - https://learn.microsoft.com/en-us/azure/active-directory/manage-apps/add-application-portal
SAML Integration - https://learn.microsoft.com/en-us/azure/active-directory/manage-apps/add-application-portal-setup-sso
OIDC Integration - https://learn.microsoft.com/en-us/azure/active-directory/manage-apps/add-application-portal-setup-oidc-sso
If the application does not support either of those, there is the possibility to leverage password-based SSO, as indicated here, however, it would be recommended to request from the app developer to provide support for standards based SSO, either SAML or OIDC: