Any way we can differentiate SSO users by running a query in Admin console

sunilv - Users list that is shown in the admin console and designer are part of the base product, you will not be able to customize it. The purpose of it is to show a list of all users present in the system until the current Appian version. If you want to customize the list or give filtering capabilities then better to go with User record or a separate site for this. 

A lot of applications will build out frontend user management functionality with sail/sites. How you organize that functionality is up to your use case and how you ended up configuring user accounts in your application(s). To Vinishaan's point, you can't modify the out of the box admin console and designer interfaces to add additional data or user management functionality.

If all of your user data is stored within the Appian database, you should utilize expressions to pull data about the individual users. For example, you can determine if someone is setup for SSO based on their group membership. You should not query the Appian database directly as it intended to be used for out of the box functionality and not application specific designer functionality. If you are on Appian Cloud you won't be able to query the Appian database regardless of what you do. If you are on-premise you should avoid it, even though you could technically connect to it outside of the out of the box functionality.

It isn't possible to view which users use SSO directly in the Admin Console, but you should be able to create a rule that will return all these users. Then, you can expose the list of users in an interface in Tempo / Sites / Appian Designer that can easily be viewed. 

In the SAML configuration, you can ensure that only users in a certain group use SSO (step 9 here: https://docs.appian.com/suite/help/latest/SAML_for_Single_Sign-On.html#how-to-add-a-saml-identity-provider).

Then, create an interface and add a grid that displays those users. You can display this interface anywhere and show it to certain users as necessary. Here's sample SAIL you could use to define the interface:

a!gridField(
  data: a!forEach(
    items: getdistinctusers(cons!SAML_GROUP),
    expression: {
      name: user(fv!item, "firstName") & " " & user(fv!item, "lastName"),
      email: user(fv!item, "email")
    }
  ),
  columns: {
    a!gridColumn(
      label: "Name",
      value: fv!row.name
    ),
    a!gridColumn(
      label: "Email",
      value: fv!row.email
    )
  }
)

Are your SSO users Basic Users and your non-SSO users Administrators?
If so, you could get the users by type using the user function: User(ri!inputUser, "userTypeName"). Just an idea.....