Hi Ashish,
Ideally this should be with Okta technical support and they should able to guide however check this thread - https://www.reddit.com/r/okta/comments/utxswa/migrating_idp_from_azure_ad_to_okta/?rdt=56864&onetap_auto=true
Also check this info - https://developer.okta.com/docs/reference/architecture-center/directory-coexistence/lab-azure-ad/
Also carry out test for one of the applications and some test users and groups so you can confident of the migration process - Hope this helps.
JS
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