Yes, as long as your site is on ILLiad 9.2. For assistance contact OCLC Support. If you are self-hosted, there is documentation on the RemoteAuth: Configuring the Integrated SAML Module page.
If an ILLiad site used to use EZproxy to authenticate but has now switched to using SAML directly in ILLiad then they should no longer go through EZproxy to go to their ILLiad. If they get issues due to still having links going through EZproxy you might need to:
1. remove the old ILLiad stanza from their EZproxy, and
2. add a NeverProxy to their ILLiad site.
This should correct it so they go directly to their ILLiad instead of proxying to it.
For Hosted EZproxy contact OCLC Support