Hi Bipin,
If your SAML directory is backed by Active Directory, you can do this by using our Linked Identity Providers feature (formerly known as Proxied Providers). Your users will authenticate using SAML but will be managed in LFDS as Active Directory users (and therefore you can use AD sync rules as normal). We have documentation on this feature here.
If your SAML directory is not backed by Active Directory, you will have to use self-registration or SCIM (Okta only at this time) to assign licenses to SAML users without administrator intervention.