In the master database
CREATE LOGIN [<my-user>@<my-domain>.com] FROM EXTERNAL PROVIDER
CREATE USER [<my-user>@<my-domain>.com] FOR LOGIN [<my-user>@<my-domain>.com]
In the database that needs to be accessed
CREATE USER [<my-user>@<my-domain>.com] FOR LOGIN [<my-user>@<my-domain>.com] -- Yes. Again
EXEC sp_addrolemember 'db_datareader', [my-user@<my-domain>.com]