As you are connecting using a Python library, you can use Snowflake Python connector.
https://docs.snowflake.com/en/developer-guide/python-connector/python-connector
The same document talks about the SSO configurations:
https://docs.snowflake.com/en/user-guide/admin-security-fed-auth-use#using-sso-with-client-applications-that-connect-to-snowflake