Hi Kaushal,
To enable single sign-on to web based applications like Visual Analytics you can leverage kerberos. Details can be found in the SAS security administration guide. Click here to take you to the admin guides.
For SAS Contextutal Analysis you may want to check with SAS Technical Support to see if the web based and desktop applications can be configured to use kerberos.
There are a couple of SAS Global Forum papers which discuss SAS and kerberos as well. You can find them using Google.
Cheers, Simon