Enable single sign-on using SAML 2.0 for Azure Active Directory

I'm having trouble setting up SSO for WMS admin portal.  I followed the instructions found on the 4.2 admin guide.  When I test the SSO, it comes back telling me it was successful but it also provides me with this error/note message. 

NOTE: Unable to process request

ADFS login was successful. Although the user information in wms may not be correct. Please import them using AD connector.  
please close this tab and click save to make your changes permanent. 

Just trying to see if anyone got this error and was able to resolve.  TIA.