To set up ArgoCD SSO using Azure AD OIDC, you must: 1. Create an Azure AD application and note the client ID and tenant ID. 2. Configure ArgoCD to use Azure AD OIDC by installing ArgoCD, creating a ConfigMap with the client ID, tenant ID, and OIDC configuration, and uploading the Azure AD metadata file. 3. Verify SSO by logging into the ArgoCD UI which will redirect to Azure AD for authentication and back to ArgoCD upon successful login.