We have a running ADFS Service with Office 365 on one of our production box. Now we want to expose our ADFS to ASP.NET Applications as well. My understanding is that I have to install ADFS Web Proxy to do it.
My question is, Can I do it on the server where ADFS service is configured? or Do I have to have a separate server?
No - you have to have a separate server.
Typically the Web Application proxy (WAP) is in the DMZ while ADFS is behind a firewall.
In general, adding ASP.NET claims-enabled applications to ADFS does not require installing WAP.
Are these non claims-based? External?