SAML & Single Sign-on is an advanced feature, and requires additional configuration outside of ProGet. It's also a ProGet Enterprise feature, which means you can still be configure it, but it won't actually be used to authenticate users at log-in. Learn more about how to use and configure this feature in our SAML & Single Sign-on documentation.
Prior to enabling SAML / single-sign-on authentication, you'll need to create an "external" user directory. This is used to automatically create/update users in ProGet when they are authenticated.