Dynamics CRM on premise SSO with Azure AD

My task is to setup Dynamics CRM on-premise on Azure VM. After that user need to login Dynamics CRM using the account in the Azure AD.

I have

1. set up a local AD and Dynamics CRM v9 on premise on a Azure VM

2.  set up the claims based authentication using Azure AD for Dynamics CRM as well

3. add a user with username like abc@outlook.com in Dynamics CRM and Azure AD

Now my problem is that after I login Dynamics CRM using the out, it will show the message "A Microsoft Dynamics 365 user record does not exist with the specified domain name and user ID." May I ask if there is any setup guide so that we can login the application using the Azure AD user? Thanks a lot.