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K SrikanthK Srikanth 

Third party application integrate with salesforce

Hi ,

I need to import the data from third party application to salesforce, with Single sign on. 
Can any one help me to understand the steps to complete this.
SwethaSwetha (Salesforce Developers) 
HI Srikanth,
Can you elaborate more on what you are trying to accomplish?

In case you are trying to import data using tool like dataloader, You can use single sign-on with Data Loader since version 36 if you have a custom domain (xyz.my.saleforce.com).
On the log in screen, choose OAuth, select the environment, press the Log in button, then click on the "Use custom domain" link, enter your custom domain, and you will be forwarded to your organisation's authentication page.

Reference:https://salesforce.stackexchange.com/questions/94320/how-to-authenticate-data-loader-with-single-sign-on

If this information helps, please mark the answer as best. Thank you