To map Users to Usergroups via their SSO assertions when using Azure AD SSO you will want to make use of the "groups" Key/Attribute in the mappings that are setup.

Before updating the Usergroups however please ensure that the Azure Groups option is selected.

Following this please then update each of the Usergroups to include the following values -

SSO Key = groups, and the name of each group within Azure AD you wish to map to this Usergroup.