It depends on how the call center configuration options are set. If the "Auto redirect to SSO" is enabled, then the CTI client will automatically launch the Azure AD login screen, which is already authenticated in order to grant the user access to Salesforce. This will automatically redirect the user back to the CTI client. Basically you'll see a couple of screen refreshes for the CTI client, and then it will start working.
If "auto redirect" is not enabled, then you'll be presented with the login screen in the CTI client. Once the "organization" information is complete, you will see "azure" as a login option at the bottom of the login screen, which will launch the Azure AD login screen (which is already authenticated in order to grant the user access to Salesforce. This will automatically redirect the user back to the CTI client).
In either scenario, you'll want to enable the "Enable Dedicated Login Window"; this launches a new window in the Azure AD domain to present their login screen. This is necessary due to Azure AD using the xframe directive to prevent the iFraming of their login screen.
The settings I discussed are all documented here: https://help.mypurecloud.com/articles/configure-call-center-settings/
------------------------------
Richard Schott
Genesys - Employees
------------------------------