Check if the application supports an SP-Initiated sign-on. In that case the sign-in process will start by hitting a link or a URL owned by the application.
That said, you can also have your user used a customized URL (or even a short URL service link pointing to that URL) such as:
https://adfs.internal.com/adfs/ls/idpinitiatedsignon.aspx?LoginToRp=<URI of the application>
For example if the identifier of your app in the Relying Party Trust properties is lala.app.com the URL will be:
https://adfs.internal.com/adfs/ls/idpinitiatedsignon.aspx?LoginToRp=lala.app.com.