Yes, SAML is supported in the SharePoint 2019.
There are three supported authentication types and methods in the SharePoint 2019.
1.Windows authentication
2.Forms-based authentication
3.SAML token-based authentication
According to this Microsoft article, for the third authentication type - SAML token-based authentication,
SAML token-based authentication in SharePoint Server uses the SAML 1.1 protocol and the WS-Federation Passive Requestor Profile (WS-F PRP). It requires coordination with administrators of a claims-based environment, whether it is your own internal environment or a partner environment. If you use Active Directory Federation Services (AD FS) 2.0, you have a SAML token-based authentication environment. A SAML token-based authentication environment includes an identity provider security token service (IP-STS). The IP-STS issues SAML tokens on behalf of users whose accounts are included in the associated authentication provider. Tokens can include any number of claims about a user, such as a user name and the groups to which the user belongs. An AD FS 2.0 server is an example of an IP-STS.
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