Yes, it’s possible. Auth0 can be both SAML Service Provider and Identity Provider.
Docs are at https://auth0.com/docs/protocols/saml/saml-configuration/auth0-as-identity-and-service-provider
Java/Spring provide SAML libraries such as https://projects.spring.io/spring-security-saml/ (or others if not using Spring).
For .NET (which I’m not too familiar with) there are also lots of libraries available, such as https://www.componentpro.com/products/saml, but I guess also open source ones.
Our Quickstarts are mostly around OAuth2 / OIDC, therefore not much sample code though specific for your technology stack and scenario.