1, You can use Simple install (It will install all the components in the same machine) or you can install individual components one by one (SSO>>IS>>vCenter>>Web client>>vSphere client(optionally))
2. Above can be done even without adding vCenter VM to domain. Here local users of the the VM can be used.
3. Once the installation is done, you can login to web client(using "administrator@vsphere.local" user name >> add other domain as identity source & assign permissions to any user from domain as per requirement.
4. When we install vCenter component, we have to register vCenter to SSO. Hence it is must to install SSO first. SSO gets installed as a part of simple install.
5. Try login to vSphere client using administrator@vsphere.local (SSO default admin) or just "administrator" (local VM admin user)
Let me know if you have any doubt.