When the client application redirects the user to Azure Active Directory's authorization endpoint, the application includes a redirect uri as a query parameter.
It should look something like
https://login.microsoftonline.com/[....]/authorize?client_id=...&redirect_uri=...
Make sure that redirect_uri's value, which will be URL encoded, resemblies the address you have configured for the application in App Registration, in Azure.
Navigate to portal.azure.com > App Registrations > click on your app > Authentication to view something similiar to the attached picture.