ADFS Proxy- first time setup

Very new to ADFS and SAML especially with dealing with the F5. I have business case to add ADFS to one of my current setups. My organization has ADFS setup and i have a few questions for the community.

1. Do i first connect and test the application with our current ADFS setup to make sure it can work?
2. Once the ADFS has been tested and working, do i then try to do ADFS proxy withthe setup?
3. or do i skip step 1 and just start with the ADFS proxy first and try to get that to work with the application?

I have seen a few online labs for ADFs proxy etc... but just wondering what the community thinks?

looking to have it setup like this:

User -> F5 (VIP with login portal) -> sends info to ADFS -> ADFS sends token to F5 -> traffic goes to VPN tunnel to actual portal -> accepts the ADFS token -> User is logged into the service.

trying to keep the initial traffic going down the tunnel first and getting redirected back to the F5 for authentication.