Repeating what Paul said: If you are happy with typing the same credentials on each application, then visit the Authentication forum https://moodle.org/mod/forum/view.php?id=42 (and read its initial info). If you want to type the credentials only once and be logged in on many applications then follow the discussion "Single Sign ON SSO for a variety of websites" https://moodle.org/mod/forum/discuss.php?d=327462.
Security and privacy
Moodle SSO using LDAP
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