Need best practices on how to implement logon page for web API and OAuth Authorization server

We have use html, web API and sql server for our platform. We need to get a OAUTH certificate and token for use with Alexa. What is the best design for having our users login to validate against our database and use Auth0 as the Authorization Server?

  1. Host the logon on Auth0 and then call our APIs to validate the user agains the database or host then logon on our server and use Auth0 API to get the certificate and token?

I am not sure the best starting point for the process.

Thank You