When most people talk about "SSO with Windows AD", they usually mean NTLM (or "pass-through") authentication. But as Jamie said, this is only true SSO for PCs on the same network as the AD server, and in scenarios where the Moodle (Linux) server is a member of the AD forest. For others, it is "same sign on", in the sense that they use their AD username and password, but don't do "pass-through" authentication.
You can find documentation on how to configure NTLM authentication with Moodle at https://docs.moodle.org/33/en/NTLM_authentication#How_to_Turn_Integrated_Authentication_on.
To get SSO working with ADFS and Moodle, you'll need a SAML authentication plugin (https://moodle.org/plugins/?q=saml%20type:auth). Information on how to actually get it working is available at these links -- https://groups.google.com/forum/?fromgroups=#!topic/simplesamlphp/I8IiDpeKSvY and http://download.microsoft.com/download%2F8%2F8%2F3%2F883C0889-72A8-4766-8D07-4BF2F048BE36%2FMoodleAndOffice365WithADFS.pdf