You can import users from a CSV file:
https://docs.sse.cisco.com/sse-user-guide/docs/import-users-from-csv-file
However, this will only allow the user object to be used in policies etc. It is not in itself an identity provider and cannot authenticate VPN users. You options for authenticating VPN users are(Note user must also exist in the dashboard through the CSV file import, or via the AD connector etc.):
1) SAML
2) Certificate based auth - a user cert can be used to authenticate the connection as long as the user is specified in the cert and this matches the user previous imported)
3) Radius
In my experience for testing, it is best to connect your AD/Entra to Secure Access to imort a subset of users, or use a csv file for very limited and static deployments, and use an IDP like OKTA that allows you to simply enter users in their dashboard and provide SAML auth on these users. Of course for an actual POC you should use whatever mechanisms are already in place.