Single sign-on (SSO) is available to all Nexus users, though the permission to use SSO may depend on your companies Microsoft configuration.
Users may be able to approve access to Peoplesafe themselves, showing them an option like the below.
If 'Please contact your administrator' message is displayed by Microsoft, we recommend that you contact your IT Administrator and they follow the guides on Microsofts help center to allow access, starting with these articles: