Thank you for reaching out to us.
As per your query you want to migrate from federated environment cloud authentication.
There are some applications configured in ADFS as relying parties for SSO. You want to understand the behavior of authentication for these applications.
When you move from federated to cloud authentication, users accessing applications which are configured in Azure AD (office 365 is one among them) will be authentication in Azure AD.
Users trying to access the applications which are configured in ADFS as replying parties, will still be getting authenticated via ADFS.
If you want cloud authentication to be taken over for all ADFS relying parties as well, then you will have to configure these applications in Azure AD for SSO.
Currently since these applications are configured in ADFS, they send the authentication request to ADFS. Once you configure these applications in Azure AD, then authentication request will be sent to Azure AD directly.
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