How does this Firebase setting up custom domain work in my case

Question

I read this Firebase Showing a custom domain during sign in and I don't understand in the doc where it say:

2. Go to the Identity Providers page in the Cloud Console, and select your SAML provider.

I can't see that I have SAML provider am I suppose to create one?

I have a new Firebase project just created a billing account today.

Under 4) it say:

Update the Callback URL with your identity provider to use your custom domain instead of the default domain. For example, change https://myproject.firebaseapp.com/__/auth/handler to https://auth.mycustomdomain.com/__/auth/handler.

But when I create the SAML provider there no way to change that Callback URL, only place where I see this to be changeable and I already have my domain as a authority handler, is in the Web client (auto created by Google Service):

Finally as this image show, should I add the 'auth'(I made a ring on the image) as a prefix for my domain only there or should I do that also when creating the domain as in this doc Connect a custom domain. I can't see anything about this in the doc do!