linking a native website to azure

hello. thanks for the time and effort.

I  am looking to see if we can place a website we currently have developed into Azure to use the Azure Active Directory for authentication.  

Example:  https://mycompany.page.com

however anyone can get to this site ... we want to lock this down to only use Azure AD. I tried adding it as an application but I'm not sure how to add redirect the link within Azure.  Is this possible and what am I doing wrong here?

I tried using this article... 

https://docs.microsoft.com/en-us/azure/app-service-mobile/app-service-mobile-how-to-configure-active-directory-authentication