What is the exact issue that you are seeing and the guide you are following? To integrate Laravel with Azure AD you need to register an app in AAD and build out the app. Microsoft has a tutorial for building PHP apps with Microsoft Graph that has the Azure AD authentication built in, which you can follow here: https://learn.microsoft.com/en-us/graph/tutorials/php
Please also look through the answers on Q&A and Stack Overflow to see if you are missing anything in the steps.
There is an existing repository that can be used for AAD integration with Laravel via SAML (though it is external):
https://github.com/aacotroneo/laravel-saml2
Santosh Kumar created a step-by-step walk through on stack overflow:
On the Azure side:
a) Go to Azure Active Directory and then Enterprise Application
b) Add New Application and choose Non-gallery Application
c) Click Set up single sign on and then click on SAML Box
d) Edit the basic SAML configuration and add the following
Identifier (Entity ID) - https://my-laravel-website.com/saml2/aad/metadata
Reply URL (Assertion Consumer Service URL) - https://my-laravel-website.com/saml2/aad/acs
e) Download Federation Metadata XML from SAML Signing Certificate section, on your system
f) Next assign users to your current SAML SSO project.
Note - If there is no user in your account you need to create one and assign some role.
https://www.youtube.com/watch?v=xn_8Fm7S7y8
Then follow the rest of the guide to install the Laravel package: https://stackoverflow.com/questions/54289010/azure-active-directory-sso-with-laravel
If you are having trouble feel free to email me at AzCommunity@microsoft.com ("Attn: Marilee Turscak") and include your full error message.