In the last topic of https://confluence.atlassian.com/enterprise/adding-saml-integration-to-your-existing-user-management-infrastructure-861244976.html#AddingSAMLintegrationtoyourexistingusermanagementinfrastructure-Usingyourapplication'sinternaldirectory it says that the users have to be already created in Jira:

Currently there is no automated way to synchronize users between internal directories and the SAML identity provider

With the introduction of JIT (available in Jira 8.6+), we do provide have some automation for the users creation: https://confluence.atlassian.com/enterprise/jit-user-provisioning-1005342579.html

Please add a reference to Just-in-time user provisioning to the document, while making it clear that it's not available for Jira 8.5 (maybe it's worth to double-check with the devs and make it clear in the JIT docs too)