This feature is available in Lucy 4.6 or newer version.
This article describes the basic settings for integrating Okta into Lucy. More information can be found on the Okta website at https://www.okta.com/products/single-sign-on
An additional information about what SSO in Lucy is designed for can be found here.
Once the initial configuration is finished, go to the Sign On tab and click the "View Setup Instructions" button.