If you are using WSO2IS 5.0.0 version or higher version, You can simplify edit html file which can be found at IS_HOME\repository\resources\security\sso_redirect.html
Following applies to WSO2IS 4.6.0 and older versions
It seems to be that redirect page is can not be customized by using some extension. Please see this jira
However You can do as following if you want to customize it in 4.6.0...
In src/main/java/org/wso2/carbon/identity/sso/saml/servlet/SAMLSSOProviderServlet.java you have to modify the HTML getting printed in sendResponse() method.
Build the component using maven and place as a patch in wso2is-4.6.0/repository/components/patches. Copy jar file into any patch directory
Restart the server
note : The built jar name appears as: org.wso2.carbon.identity.sso.saml-4.2.2.jar. Make sure to rename it to org.wso2.carbon.identity.sso.saml_4.2.2.jar (notice that the dash is replaced by an underscore) before placing in the patch folder.