If your users are receiving an "Access Denied" error it's possible that they are added as type "Guest" in your directory rather than type Member, or that "Guest users permissions are limited" is set to "Yes" in your tenant. Another possibility is that the OWA (Outlook Web App) is not enabled for those accounts. https://technet.microsoft.com/en-us/library/bb124124(v=exchg.160).aspx
To address your other questions though:
- It shouldn't be necessary to have a Premium subscription but it depends which features you are trying to implement. SSO for pre-integrated enterprise applications is free. However, the number of objects in your directory and the features you wish to deploy may require more licenses. It would help if you could share more details about your environment such as how you configured the Azure AD authorization, which features you are trying to implement, how many users exist in your tenant, and whether you need custom roles. Reference: SSO licensing
- In order to configure SSO you need to be a Global Administrator, Cloud Application Administrator or Application Administrator. Depending on which features you are trying to configure, a Global Admin account may be required. https://learn.microsoft.com/en-us/azure/active-directory/manage-apps/add-application-portal-setup-sso
If your users are receiving an "Access Denied" error it's possible that they are added as type "Guest" in your directory rather than type Member, or that "Guest users permissions are limited" is set to "Yes" in your tenant. Another possibility is that the OWA (Outlook Web App) is not enabled for those accounts. https://technet.microsoft.com/en-us/library/bb124124(v=exchg.160).aspx
For questions about the Odoo configuration, I would recommend reaching out on the Odoo forums.
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