The Smarts Global Console as installed on the Client PC cannot be integrated with SSO at this time. An Enhancement Request has been submitted for the SAS Suite of Products including the Global Console.
The Smarts Web Console since it uses the browser function, the method of handling SSO is to have a Web Console wrapper. So the user first needs to be logged into to the SSO session through the browser and then they will be authenticated and allowed to download the Web Console. Professional Services can be engaged to assist setting up the Web Console wrapper.
See Related KB
490672 : Smarts SAM: Setting up SSO in Watch4net doesn't propagate the user information to Smarts. https://support.emc.com/kb/490672