Before sending your configuration information to Benchling, you need to configure and test Azure AD. Follow the setup and testing procedures in Azure's documentation.
Note that when adding Benchling from the gallery to your list of managed SaaS apps, you need to create an instance of the Benchling app for each of your Benchling tenants. For example, one for YOURDOMAIN.benchling.com, another for YOURDOMAINTEST.benchling.com, etc.
After completing the testing procedures, continue configuration from Step 2 in Configure SAML Single Sign-On for Benchling.