How can I set up an active directory?

Go to manage.windowsazure.com.(For more information go to msdn,microsoft.com/library/azure/dn132599.aspx#BKMK_Updating) 

and perform the below steps.

1. Log in with your Microsoft account credentials.

2. Create a directory in Azure AD:

• Click New > App Services > Active Directory > Directory > Custom Create.

• In the Add directory dialog box, enter directory name, domain name, and the Country or Region for the directory.

3. Add an application:

• On the Applications tab, click Add > Add an application my organization is developing.

• Enter the name of the application.

• Select Web application and/or web API as the application type.

• In the Sign-on URL and App ID URI fields, enter your institution’s domain URL. For example if your Fedena domain is myschool.fedena.com then enter the value as “http://mychool.fedena.com/”.

Note: The App ID URI must be unique.

• Click the checkbox in the bottom-right hand corner of the page.

4. Configure the application:

• On the Configure tab of the Fedena application, generate the key value by selecting the validity of the key.

Note: Copy and store the key value as you won’t be able to retrieve it after you leave this page. The key value is required to integrate Azure with Fedena.

• On the Configure tab of the application, specify the reply URL. The reply URL must be http://<your_webapplication_url>/azure/azure_ad_authenticate. For example if your Fedena domain is myschool.fedena.com then enter the value as “http://myschool.fedena.com/azure/azure_ad_authenticate”.

Note: If you have more than one school to create single sign-on for, enter each URL in a new line, in the same format.

• Click Save.