You can now quickly deploy a Windows Server 2016 virtual machine with AD FS configured for Federation and single sign on for cloud applications.
Search the Azure Marketplace or the virtual machine catalog for “ADFS 4.0 Server Windows 2016” (I give you the direct URL for it https://azuremarketplace.microsoft.com/en-us/marketplace/apps/cloud-infrastructure-services.adfs-server-2016 to the Marketplace).
AD FS will then be ready for the final touch, meaning adding the certificate and setting up the federation URL.
NOTE additional billing will be required for this virtual machine, in addition of the Azure billing.