Steps in Azure Portal:

1. Go to Microsoft Entra ID
2. In the left menu, select Enterprise Applications.
3. Click + New application 

4. 

5. Choose Create your own application.
6. Provide the application’s name (e.g., AzureRivo) – see Figure 6 below.
7. Select Integrate any other application you don’t find in the gallery (Non-gallery).

8. Click Create.