Enrolment

I was reading in the upload-documentation:
"...it is usually not necessary to import users in bulk - to keep your own maintenance work down you should first explore forms of authentication that do not require manual maintenance, such as connecting to existing external databases or letting the users create their own accounts."

According to this, is it possible to authenticate against an smb authentication system even if there is the user is not at all even in the moodle database?

As far as I tried it, it didn't work. Did I miss something?
(After uploading a flat file with usernames it worked, of course, but it hurts the above sentence: keep your own maintenance work down)

Thanks:
 Zoltán