Documentation - Azure SSO: Align with newly released docs

### Problem Statement

It seems Azure has released new docs of setting up SSO in their system [https://learn.microsoft.com/en-us/entra/identity/saas-apps/sentry-tutorial]()

Currently we still show different steps: For instance the "../claims/.." url which is not mentioned in the new docs.
So I think it makes sense to either include a new section or update the existing one.

### Solution Brainstorm

*No response*

### Product Area

sSettings - Auth

Start by locating the existing Azure SSO setup documentation in the sSettings - Auth area and compare its steps with the linked Microsoft Entra Sentry tutorial. Done means the documentation reflects the newly released Azure setup, including resolving the discrepancy around the claims URL.

Written by the indexing model from the issue text.