Use the following Duo Support Center link to walk through the steps of configuring your Salesforce instance to Duo.
Your org's Salesforce System admin user must perform this connection. You'll also need the Duo admin user.
Note:In Salesforce, from the Setup menu, you will need to go to Single Sign-On Settings > SAML Single Sign-On Settings. Select Edit on your your SAML Identity Type and choose Assertion contains the Federation ID from the User object.