How to add default relay state in Auth0 SAML application?

I am experimenting with a federation scenario where Auth0 acts as the Identity Provider (IdP) and Okta acts as the Service Provider (SP). My application supports the Security Assertion Markup Language (SAML) and is integrated with Okta. To connect Auth0 and Okta, I configured the settings in Auth0 with Okta metadata and vice versa.

Suppose an end user wants to initiate an IdP initiated flow from Auth0. Where can they do this? I discovered the IdP login URL, where I can enter Auth0 credentials that will seamlessly log me into Okta and take me to the Okta dashboard. My goal is to have the user land directly on the application that is configured in Okta as the SP. Can anyone assist me in achieving this? Where should I configure the relay state for the Okta application?