Does Appeon support Active Directory for authentication? Is it possible to access Appeon web application from another web application by single sing on service? 

Generate speaking, the single sign-on service provider will provide an authentication mechanisms interface to you via cookie or web service or JSP function, and the architecture should be like this:

1. Another Web application page pass the user information via JSP function. For example: CAS SSO (http://www.jasig.org/cas), this system provides request.getRemoteUser() to get the login user via Java function.
2. You can add the open Appeon web application URL via command line argument. 
3. Apply command line argument

Appeon supports the CommandParm function and the command line argument in the Open event of a PowerBuilder application. These features can be applied for implementing single sign-on. 
The command line argument can be passed to an Appeon application in the following way: 
http://192.0.1.94:8080/MyTest/index.htm?user=appeon&password=appeon
This attaches the string "index.htm?arguments" to the end of the original application URL ("index.htm" must be included in the string).

If you don't want other people to see the argument, you can also save the request.getRemoteUser() return value to the IE cookie or local temporary file or register. Then using the PB function to get the login user via IE cookie(Appeon has been provide the workaround to get this . AppeonGetHttpInfo("Cookie")) or local temporary file or register.

If your don't have the single sign-on system, you can also consider using LDAP security.

You will find more information here: http://www.appeon.com/support/documents/appeon_online_help/2015/workarounds_and_api_guide/ch04s13.html