Cortex comes out of the box with Google as the default authentication provider.
If you want to use your own Google app for SSO, read ahead.
Custom Google OAuth
To set up a new Google OAuth app, you can follow the instructions here.
Add https://cortexapp.auth0.com/login/callback as an authorized redirect URI, and copy over the Client ID and Client secret. The issuer URI will be automatically filled in.
Enter the Client ID and Client secret details in your Cortex workspace under Settings → OpenID Connector, choosing the type 'Google'.