Does a .Net Web Forms App integrating with Okta SAML require a local Identity Server

When integrating an Okta SAML App with an existing .Net Web Forms App, does the developer need to create a local Identity Server i.e. IdentityServer3 to talk to Okta or can the developer simply use a package, such as sustainsys-saml2 directly added to the existing Web Forms App? I am following this guide: https://saml2.sustainsys.com/en/2.0/getting-started.html#asp-net-web-form, which suggests I don’t need my own Identity Server but getting a 404 when I use the Okta App’s Identity Provider Single Sign-On URL.