Hi Johan,
SP in SAML terms is the name for the service provider, this is the service that does the work, for instance provides the services for a leave request or something like this.
So you do not need to install the service provider to use SAML2, you need to install the service provider to do your business. What needs to be done is to configure the SAML2 service, that does the authentication handshake.
for more info on SAML2, I'd recommend to have a look at the wiki or the docs. The docs on how to configure SAML2 on JAVA are on the help portal.
Could you please be more specific, what you want to achieve and why you ask the question?
Regards,
Patrick