It always makes sense to use windows authentication if the application is targeted to be used within an organisation / intranet and each and every person who will use this application has an exisiting account with the Active directory of the web server or within the local user database. If the account thats trying to be authenticated does not exist in these two places , then authentication will not succeed.

Windows authentication mode means we did not supply the username and password to connect to the database.
   os will take the responsibility of the security.
to connect to the databse in application write the connectionstring as
trusted_connection=true