To implement Single Sign-On (SSO) with SAML using Okta as the identity provider, Python as the programming language, and WorkOS as the authentication middleware, follow these steps. First, install the WorkOS Python SDK to your app, set secrets such as API keys and client IDs, configure an Okta connection at the organization level, create a redirect URI, and set up the frontend with React or any other framework of choice. Next, decide whether to use AuthKit for a customizable login box or build your own login box using the standalone SSO API. For AuthKit, initiate the login process by generating an authorization URL, handle the callback where WorkOS sends back an authorization code, and exchange it for a token and user profile information. Finally, test the connection with various scenarios such as service provider-initiated SSO or identity provider-initiated SSO, and follow up tutorials on handling user sessions, implementing logout, adding social logins, access control, provisioning users automatically, and more.