You must register the Azure app with Microsoft Azure Active Directory (AD).
Important: You can perform the registration manually, as described in this topic, or you can use the custom configuration toolkit, which is available in the custom configuration option and which automates the registration process.
To improve performance and to minimize throttling, register multiple Azure apps. For a SharePoint Online app that has 5,000 sites, register 5 Azure apps. Every time an additional 1,000 sites are added, register 1 additional Azure app.
Disclaimer: This procedure is performed using the Microsoft Azure Active Directory web application. The Azure AD application is subject to change without notice. Consult Microsoft documentation, such as Azure Active Directory Documentation.