Step 1: Azure AD Application Proxy
Start by enabling communication to Azure data centers to prepare your environment for Azure AD Application Proxy.
Step 2: an Azure AD enterprise application
Add an on-premises app to Azure AD.
Now that you've prepared your environment and installed a connector, you're ready to add on-premises applications to Azure AD.
1. Sign in as an administrator in the Azure portal.
2. In the left navigation panel, select Azure Active Directory.
3. Select Enterprise applications, and then select New application.
4. Etc.
Reference:
https://docs.microsoft.com/en-us/azure/active-directory/app-proxy/application-proxy-add-on-premises-application