Azure AD App - SSO login

Hi, we are trying to add an Azure AD connection to our app.

currently what we managed to do, is add the option in the login screen which redirects to Azure
and then redirect back to our app after successful login.

in addition, we created an app in Azure (My Apps).
my question is
When we click on the app from (My apps → after login with Azure credentials)
we were redirected to the login page and not authenticated into the app.
can we achieve that by clicking on the app we will be redirected to the app (without passing thrue the login screen)