Hello @Lin Thaw ,
Thanks for reaching out.
Yes, we can implement Azure SSO integration with Salesforce (Community Cloud). Did you try using the Salesforce application from the gallery? I think that should directly work here.
In Azure AD you need to configure the application with Identifier value as Example: https://saml.salesforce.com and the Reply URL should look like this https://acme.my.site.com/customers/login/?saml=02HKiPoin4f49GRMsOdFmhTgi_0nR7BBAflopdnD3gtixujECWpxr9klAw
More information, refer these references:
Salesforce : https://help.salesforce.com/articleView?id=sf.networks_authentication_options.htm&type=5
MS Doc: https://learn.microsoft.com/en-us/azure/active-directory/saas-apps/salesforce-tutorial
Please let me know how that goes.
Hope this helps.
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