I am upgrading an 8.2 instance with Active Directory Module to 9.3. But I can't find much information about connecting IS4 to Active Directory. Has anyone connected federated authentication with an onPrem Active Directory?
Sitecore 9.3 will not work with Active Directory Module directly. In Sitecore 8.2, the AD module allows you to sync the AD on-prem users into Sitecore. This is no longer possible in Sitecore 9.3
In Sitecore 9.3 I will recommend using the Active Directory Federation Service (ADFS) approach instead.
Since you can use Sitecore Identity as federation gateway, you can configure SI to federate with ADFS (Ws-Federation) sub provider. This will involve creating a Sitecore Host plugin for ADFS sub-provider, register this with your SI using the guidance from Sitecore Docs. This will involve mapping claims for example.
Happy to provide more guidance if needed.