Hi @didier
Thank you for reaching out!
To get this working, please set up a SAML Enterprise Connection with your Azure AD ( the separate Microsoft Azure AD Connection type would default to an OIDC type connection) and then follow the steps from this documentation in order to configure SCIM provisioning.
You can also check out additional steps for Inbound SCIM for New Azure AD Connections, but this article focuses on an OIDC setup instead, so please keep that in mind.
Hope it helped!
Gerald