If your application is using SAML protocol, then you have to register it as a non-gallery app as described here : https://learn.microsoft.com/en-us/azure/active-directory/manage-apps/add-non-gallery-app.
After creating an app, to configure the SAML single sign on settings follow the steps listed here : https://learn.microsoft.com/en-us/azure/active-directory/manage-apps/configure-single-sign-on-non-gallery-applications
Note: You can definitely have your custom apps listed in the my access panel. However, Identifier will have to be unique within your Azure AD tenant.