Hi @xitiz.verma
Welcome to the Auth0 Community!
Reading through your use-case, I believe this documentation would be a great starting point for Configuring Auth0 as a SAML SP which goes over creating a SAML Enterprise connection, both in the Auth0 Dashboard and with the Auth0 Management API.
Another resource that I would highly recommend is the following Knowledge Article on How to Map SAML Attributes when Auth0 is the SP in the SAML Enterprise Connection, which offers a more in-depth take on the SAML configuration, with code samples, troubleshooting steps and attribute mappings.
Hope this helped and please do not hesitate to reach out to us in the future!
Have a great one,
Gerald