To direct your users to a specific location after authenticating, specify a URL with the startURL request parameter.

https://login.salesforce.com?app=06m5w000001ZzcbA
This opens an App based on the Id used in the app based on the App Id used.

https://login.salesforce.com?app=06m5w000001ZzcbA&startURL=/lightning/r/Case/5005w00001boFlIAAU/view
This opens a Case record in the app based on the App Id used.

https://login.salesforce.com?app=06m5w000001ZzcbA&startURL=/lightning/o/Account/list
This opens pinned Account List View in the app based on the App Id used.

https://login.salesforce.com?app=06m5w000001ZzcbA&startURL=/lightning/o/Account/list?filterName=00B5w00000CkcluEAB
This opens Account List View based on the List View Id in the app based on the App Id used.