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Kentico supports several external authentication methods out of the box. To use them on your site, you have to configure them first (click on respective links for instructions) and place a corresponding web part on a page in your website.
You can customize the authentication process to check the submitted user names and passwords against an external database outside of Kentico. For this purpose you can use the SecurityEvents class, which provides these events:
See Reference - Global system events for other events.
For a code example of custom external authentication handling, see Handling custom external authentication.
For importing users from external databases into Kentico, you have these options:
Using external authentication
Importing users using Kentico AD Import Utility
Importing users using the Kentico Import Toolkit