Hi Harshraj Singh,
https://forum.mendix.com/link/questions/93508
in this forum question he has achieved until 9th step give a try with this ma be you can achieve it.
Hope this helps.
A Mendix app always consists of client(s), server and database. You cannot just use the client without the server. If you want to use AWS Cognito as Identity provider you can do so with SAML or OIDC.
the AWS Service connector module (https://marketplace.mendix.com/link/component/117958/Mendix/AWS-Services-Connector) supports Cognito. Maybe you can use it for your use case as well.
Edit:
Sorry, I was wrong. You can connect a SAML IdP to Cognito but not use SAML to authenticate users from your app.