Invoke an SSO Client

I’ve followed the instructions to setup SSO with Saleforce detailed here (https://auth0.com/docs/integrations/sso/salesforce). Now how do I get it to work? If I log into my app with Auth0, going to the Salesforce site still redirects me to the Salesforce login page. Do I need to do something like post to the client, and write some code that invokes the SSO? Is there example code out there for .NET?