The Identity Provider is the authoritative entity responsible for authenticating an end user and asserting an identity for that user in a trusted fashion to trusted partners.
Please look at the PicketLink Quickstarts for the PicketLink Identity Provider web application. The quickstarts are useful resources where you can get configuration files.
The best way to create your own Identity Provider implementation is using one of the examples provided by the PicketLink Quickstarts.
You should also take a look at the following documentations: