I can use the SSO to D2L to go to the Home page or to the course home page if i supply the orgid as a query param. How can I go to other areas like course content, LO or user progress, gradebook using the SSO.
It depends upon the vintage of the LMS you're using; some pages hosted by the LMS support the deep-linking required to directly visit the page, and some do not. There is an effort by D2L to move more and more pages to the new framework that supports deep-linking, so each release should have more pages eligible for this behaviour. If you have pages in particular you'd like to see support this behaviour, you can provide this feedback through your account manager: D2L prioritizes work in consideration of customer demand, so letting them now might help.