We use authentication with LDAP, it works fine. However, it is necessary to enter the login and password to access Semarchy. In addition, is it possible to be directly connected to a specific application without going through the welcome page ?

Yes you can authentication using Windows SSO. I'm not sure what version of xDM you are running, but here is the Guide for 5.3, and here is the 5.2 Guide. I believe you are not able to bypass the welcome screen when using Windows SSO.