Domain federation issues for Office 365 SAML authentication - Fortiauthenticator

Goodnight I want to synchronize fortiauthenticator, when converting the managed domain to federated with the command "Convert.MsolDomainToFederated -DomainName "domain" " the error appears: "Convert-MsolDomainToFederated : Failed to connect to Active Directory Federation Services 2.0 on the local machine. Please try running Set-MsolADFSContext before running this command again" It is necessary to implement an ADFS server to carry out this procedure, if not, could someone tell me which are the appropriate commands to federate the main domain? On the other hand, this procedure can be done with the main domain customized? Or do I have to create a new domain for this process?

Thank you very much for your help.