The following worked with Elastic Cloud, Elasticsearch & Kibana v7.6.0. It should be pretty close for other kinds of deployments. Before starting, make sure you have the right license level that allows SAML.
- Navigate to the SAML apps section of the admin console
- Click the Add button and choose to "Add custom SAML app"
- Write down the Entity ID and download the Idp metadata file
- Choose application name, description and add logo
- In the "Service Provider Details" screen add the following: