Hi @damodarHCL,
you do not need VA setup for integrated SaaS applications.
In the connectors documentation here Identity Security Cloud Connectors (sailpoint.com) you can can found SaaS connector in the connector list :
For integrate SaaS coonector, you must setup /create a source by selecting SaaS connector type that you want to use.
If the connector does not exist you can create your own custom connector : Implementing IdentityNow Custom Connectors (sailpoint.com) and also there a developper day presentation about that : SaaS Connectivity: connector customizers - Content / Video Library - SailPoint Developer Community
Not also that Sailpoint integrated continually the SaaS version of existing connectors.