To set up single sign-on using FederatedIdentity.net, users must first create an account and profile. They can then download an information card to authenticate with later. The service bus must also be configured as an authorized issuer to trust tokens from FederatedIdentity.net by adding it as an identity provider and defining expected claim types and rules. Finally, FederatedIdentity.net needs to be added as a relay portal so it can issue tokens to the access control service.