Hope you are asking on PowerBuilder 12.5 Classic version.
1. Create the Proxy Object for the LDAP WSDL using Powerbuilder Proxy Generator Project use .Net engine method while building the proxy, because it gives some additional method for invoking the service.
2. Import the PowerBuilder .net soap objects extension from the shared folder.
3. Create a nvo object to create soap connection and initiated the soap connect with Proxy URL.
4. Call the respective method by passing usename and password and get authenticated.
5. Since you are using single sign on with Active Directory, you need to create a common id to connect the database and make sure you are encryting password in the application. We can't hard code the password in the application, since on PBD also you can view the password.
6. Authenticate against the LDAP and once it is authenticated use the common id to connect the database.
If you have any specific question, please let me know