Hello FrancisIlisie-7917
Did you process the configuration of your ADFS (associated Claims for O365, etc.) ? After you've processed the configuration of your ADFS + WAP, you should process the associated configuration in the AAD Connect. By selecting ADFS Authentication, throw AAD Connect wizard, it will automatically configure your ADFS farm with the required configuration steps (Claims, etc.).
Finally, when you're ready. You just need to move your Domain to a Federated Domain. This step can be processed thanks to PowerShell. It's described in the Part 6 on the following link : https://video2.skills-academy.com/fr-fr/office365/troubleshoot/active-directory/set-up-adfs-for-single-sign-on#step-6-connect-adfs-to-office-365.