In order to enable Unified Login for Web Console, the following steps can be followed:
Enable Unified Logon to Web Console
But even when all prerequisites are set, the login page is still shown when opening Web Console's URL:
Client Automation 14.5
Open a Support case and request fix T55V231.
This issue can happen if there was an upgrade in place, in which Unified Login was working on the older version and also if Unified Login was enabled for the first time on a 14.5 environment.