If you want to use SAML Single Sign-On with Active Directory Federation Services (ADFS), you most likely have one of the below environments already.
Proceed with either tutorial, depending on that.

Active Directory Federation Services (AD FS) with LDAP User Directory

• connect your Atlassian instance to your AD FS server, using a LDAP based user directory and enable SAML Single Sign-On

Active Directory Federation Services (AD FS) with Just In-time Provisioning

• use SAML Single Sign-On with your AD FS server, using just in-time provisioning to create and update users in your Atlassian instance's existing internal user directory

• please note that we are currently offering no written tutorial for migrating users via database, read here for more details

If you want to use OpenID Connect instead of the SAML2 protocol, please first see SAML2 vs. OpenID Connect and then see: 

OpenID Connector for Active Directory Federation Services (AD FS) with LDAP User Directory

or

OpenID Connector for Active Directory Federation Services (AD FS) with LDAP User Directory

Other Info might also find following documentation helpful: