You can create an login link on your SSO provider site with a return_path parameter in the URL. After authentication, Discourse will redirect the user to the value set for the return_path. The link should be in this form:
The only ways I know of auto logging in users to Discourse when the login to the SSO provider site seem a little hacky. With the use of SSO login links in the form I gave above and the sync_sso route for updating users without requiring them to login, I can’t see where it would be required.