Setup your application's code

go get github.com/gorilla/mux
go get github.com/gorilla/sessions
go get golang.org/x/oauth2

Add the following lines to your base code

<script src="https://cdn.auth0.com/js/lock/11.3.0/lock.min.js"></script>
<script>
var lock = new Auth0Lock('YOUR_CLIENT_ID', 'YOUR_AUTH0_DOMAIN');

function signin() {
  lock.show({
      callbackURL: 'http://localhost:CHANGE-TO-YOUR-PORT/callback'
    , responseType: 'code'
    , authParams: {
      scope: 'openid name email' //Details: https:///scopes
    }
  });
}
</script>

<button onclick="signin()">Login</button>

Create an Application in Auth0 dashboard 

Create an Enterprise Active Directory Connection under Connections / Enterprise section