@Shreyas Rastogi Apologies for the delayed response in reviewing this post, regarding the above mentioned ask - To ensure that the traffic reaches the closest Entra ID location when a user is accessing an application in cities like Toronto, Montreal, Vancouver, or Halifax, you can use Azure Traffic Manager. Azure Traffic Manager is a DNS-based traffic load balancer that can route traffic to the closest Entra ID location based on the user's geographic location. - https://video2.skills-academy.com/en-us/azure/traffic-manager/traffic-manager-overview
https://azure.microsoft.com/en-us/explore/global-infrastructure/geographies/#services
To set up peering from your location to the Microsoft network for Entra ID and other Azure resources, you can use Azure ExpressRoute. Azure ExpressRoute is a dedicated, private connection between your on-premises infrastructure and Azure datacenters. It provides a more reliable and secure connection than a public internet connection.
To set up Azure ExpressRoute, you will need to work with a connectivity provider to establish a connection between your on-premises infrastructure and Azure datacenters. You can then configure Azure ExpressRoute to route traffic to Azure AD and other Azure resources.
It's worth noting that Azure Traffic Manager and Azure ExpressRoute are separate services that can be used together to optimize traffic routing and improve performance. By using Azure Traffic Manager to route traffic to the closest Entra ID location and Azure ExpressRoute to establish a dedicated, private connection to Azure datacenters, you can ensure that your users have the best possible experience when accessing Entra ID and other Azure resources.