First of all, these are two completely different things.
For the integration as an iframe:
The application to be integrated must allow or have configured this AND be accessible from the user’s web browser.
For authentication with OpenID:
Your application to be integrated must be able to authenticate against an OpenID provider.
Please have a look at my presentation slides on this topic:
Here we have some documentation, including examples:
What exactly is the problem?
Please give us links to the applications and the necessary documentation.
If you basically don’t get along with this topic, you can also buy support for it from us.