Strategy Desktop 10.5 introduces a new feature that allows it to connect to a Web Server using Windows Authentication.
Previously, only Standard authentication could be used when connecting to a Server.
To use this feature, Windows Authentication must be enabled in the Web Server that Strategy Desktop is going to connect to, following the steps in tech note KB205622 and the setting for this authentication enabled under Default Properties > Login, like shown below

Once this is done, the authentication method can be chosen when adding a dataset or uploading one into the server from Strategy Desktop:
