The answer would depend on what type of database you are using.

Hi Smith, we are using Microsoft SQL Server Database, version- 2014. Please advise, if we can implement for SQL server. Thank you. 

If completing their windows logon on the machine is enough, you can do "no signon" if you want by looking up the user in Active Directory and getting their role(s) from the DB.  Just some food for thought.

For the OLE DB connection type PowerBuilder supports the IntegratedSecurity DBParm, you can look it up in the help. You might be able to use it in ODBC or SNC, check out this page:

https://docs.microsoft.com/en-us/dotnet/framework/data/adonet/sql/authentication-in-sql-server

Visual Guard provides a plug & play Single Sign On for PowerBuilder.

Follow these steps to integrate it with your application.
The application will silently log the user based on the current Windows session, without prompting for any credentials. This will automatically enforce the Password policy defined in your AD.

Optionally, you can leverage this Windows authentication to record and monitor the activities of Windows users inside your application, and/or restrict access to sensitive application features to certain users.

If you intend to deploy a Web UI with PowerServer, you can also enable a Windows authentication for user connecting from outside the Windows domain/forest (itinerant users).