Setup your application's code

Add the following dependencies to your requirements.txt and run pip install -r requirements.txt

flask
requests
auth0-python

Add the following lines to your base code

<script src="https://cdn.auth0.com/w2/auth0-7.6.1.min.js"></script>
<script>
var auth = new auth0.WebAuth({domain: 'YOUR_AUTH0_DOMAIN', clientID: 'YOUR_CLIENT_ID'});

function signin() {
     auth.authorize({
         audience: '{YOUR_API_IDENTIFIER}',
         scope: 'openid profile',
         responseType: 'code',
         redirectUri: 'https://YOUR_APP/callback'
     });
}
</script>

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

Create an Application in Auth0 dashboard 

Create an Enterprise Azure Active Directory Native Connection under Connections / Enterprise section