We have a requirement for using Single Sign On. So, basically, we have an application that is developed in Sitecore. Anyone who logins to our network through windows credentials should be able to login directly to this application.
I know we have AD (Active Directory) module available in Sitecore but I am not able to figure out using Single Sign On through this AD module.
There are multiple ways of approaching Single Sign On, entirely dependent on how you plan on managing it. Given you have AD, using the AD module and consulting the documentation there for setting up the SSO for the authoring interface is probably the easiest way. As @Diego mentioned, you should consult the doc here: https://dev.sitecore.net/Downloads/Active_Directory/1_0/Active_Directory_1_2.aspx
You can also use centralized single-sign on systems which give out claims tokens, or use something like Shibboleth, which you use to intercept requests to your application. This is helpful when you have multiple applications that require login with different authentication needs.
An example of using Shibboleth is available here: https://github.com/jst-cyr/SitecoreShibbolethLogin
