Go to Authentication>Applications and click on the blue 
button on the top right.
Follow the steps below:
Step 1: General
Enter the Application Name
...
Select the Agent where the application will be published
Click "NEXT"
Step 2: Logon Procedure
If you already have a Logon Procedure that you want to use, then select it.
...
Click the "ADD" button to add logon steps and methods as required or desired
Click "NEXT
Step 3: Realm
If you already have a realm that you want to use, then select it
...
Select the newly created realm, e.g. "Entra EAM"
Click "NEXT"
Step 4: Summary
click "FINISH"