Hello DI Johannes Leitner,
Thank you for your interest in our CMS.
All of the Asp.Net 2.0 features are supported. In fact we using the Asp.Net 2.0 membership and role model, so you can either inherit from our providers and extend them, or create a custom ones. As for the Windows Authentication and Single Sign on, I believe you might find these forum threads helpful:
We are also supporting Active Directory authentication in case you use AD in your environment.
the Telerik team