Yes, you can authenticate via Active Directory. This is not a single sign on but when the user logins in via the Yellowfin index page they can use their Active Directory / LDAP user name and password and Yellowfin will authenticate against the directory.
In the Admin > Configuration > Authentication you can choose LDAP authentication, select the LDAP radio button and you will see the LDAP / Active Directory parameter settings.
See the LDAP Authentication Guide link below for the expected values for each of these parameters.