How to add relying party (Azure AD (AFDS)) to Shib IdP V3

[Peter Schober]

* Jesper <jesper.laursen at lego.com> [2018-06-06 14:10]:
> But I really don't understand the SSO entity in ApplicationDefaults.

Whatever the intention is, forget that for now. Instead add metadata
for the IDP. e.g. in the simplest case using a local metadata file
containing the IDP's SAML 2.0 metadata:
  <MetadataProvider type="XML" validate="true" path="some-idp-metadata.xml"/>
(The path will be relative to your SP's config directory.)

Then try to initiate SSO with that IDP using the SP's handlers, e.g.:
https://sp.example.com/Shibboleth.sso/Login?entityID=THE_IDP_YOU_ADDED&target=https://sp.example.com/Shibboleth.sso/Session

That should generate an authn request to the provided IDP (the IDP's
entityID should be passed as value of the entityID parameter,
urlencoded, if you want to be correct) and should ultimately return
you to /Shibboleth.sso/Session showing your newly created Shib session
and any recieved and correctly mapped attributes.

For that to work the IDP will also need your SP's metadata, of course.

-peter