Azure changed the steps for setting up SSO without updating their instructions. If you are stuck at setting up SSO with WebEx or other apps at the step of downloading the certificate, you will find that you can not download the certificate but export the xml configuration file. WebEx SSO won't import a XML File but it will import a .cer certificate file. Rename the .xml file to .cer and you can import it into your WebEx SSO Configuration page.
All other steps are accurate using this link at the time of publication.
https://azure.microsoft.com/en-us/documentation/articles/active-directory-saas-cisco-webex-tutorial/