You can! But first, I'd recommend looking at the Sharepoint applications that are already in the Okta Application Network as they will be easier to configure in general. If those pre-configured Sharepoint applications don't work for you, you can search for the "Template WS-Fed" app. Instructions for configuring that are here: https://support.okta.com/help/articles/Knowledge_Article/29510977-Configuring-the-Okta-Template-WS-Federation-Application
If for some reason neither of those approaches work, please contact Okta Support and we'll figure out the best way to help you accomplish what you need to.
On office 365 tenant, you can have a look to this feature: https://support.office.com/en-us/article/Enable-auto-acceleration-for-your-SharePoint-Online-tenancy-74985ebf-39e1-4c59-a74a-dcdfd678ef83?ui=en-US&rs=en-US&ad=US it enable automatic redirection to OKTA (in our case). This is very usefull as you only need to publish real url: https://tenant.sharepoint.com/sites/intranet and you are redirected to OKTA if not already authenticated.