Unlike other identity management solutions, Okta is not simply a toolkit that you use to connect your web applications to your user directories. Okta "integrates" applications into its identity management service for you. You simply deploy these pre-integrated applications to your users as necessary. You can authenticate these users against your own user store (e.g. Active Directory or LDAP) or you can use Okta as the user store.
This document describes the various ways Okta integrates applications into its service.