This is possible using Old Azure Portal and go to your Tenant Active Direcory, Customize branding and go to Advanced and you will have Post Logout Link URL to customize.
If this is configured, Azure AD will show a link to a web site of your choice, after users sign out of Azure AD web applications.
* Make sure to configure both the label and URL properties!
* Link can be plain text only.
* URL can be HTTP or HTTPS.
