Hey @umamd, the URL to perform an IdP-initiated would be https://AUTH0_DOMAIN/samlp/CLIENT_ID.
This would redirect the user to the configured ACS URL (application callback URL). It then becomes the SP’s duty to redirect to the correct app.
Are you able to have a look at Okta side to see how it could redirect to the app automatically? Here are some links I found (not necessarily helpful):