Hi Bunt,
to upgrade the datacenter from 4.1 to 5.1, you have to install SSO first and then web client, It can be on a same machine or different machine. these products can even install with vCenter server (Depends on your VM resource configuration)
Once the installation of SSO and web client completes, then you can continue upgrade vCenter inventory service (this service installed along with vCenter 4.1).
The follow regular steps upgrade vCenter server -> vSphere Client -> Update manager -> finally ESXi
SSO loop back address will be asked during the webclient, vCenter inventory service and vCenter server installation/upgrade time.
Decide what kind of installation you need to follow for SSO, is it simple standalone install (basic mode), High availability (You can get SSO HA but need to configure with load balancer) and Multi site deployment (Use full multi site datacenter environment and gives provision to link vCenter server).
Once the SSO installed, add your Active directory /ldap detailed in to SSO identify source and give permission to access vCenter server.