ExSign requires IIS7 or above, with the Web Server (IIS) role and the Application Development and Server-Side Includes role services enabled. See Installing ExSign Web Portal (Exchange) for the full details.
Follow the complete walkthrough on Installing the ExSign Web Portal, the welcome screen, license agreement, destination folder, cluster type (New vs. Existing, for HA), database setup (New vs. blank existing), and authentication mode selection all apply exactly as written there.
Many M365 environments have no local Active Directory at all. If that's your situation, AD Group Auth isn't actually available to you; it depends on a local AD existing, so Azure Auth is the only real choice, not just a preference. If you do maintain a local AD and want ExSign Admins to log in against it, AD Group Auth works exactly as described in Installing ExSign Web Portal.
After installation, you should find:
https://yourdomain.com:8775. You should be able to log in with your credentials. To log in for the first time.