Out of above 3 mechanisms, commonly used 2 methods are windows and form.
Enabling this mechanisms are simple.
Open your application's web.config file and add
learn more about authentication mechanisms
Now in form authentication you may need to use your Activedirectory or DataBase for authentication.
2 ways to do that.
1. Writing your own code to query your database or Activedirectory.
(in this case if u want to change your DB or AD you need to edit your code and recompile.)
here is a method to change your DB or AD with out editing code.
2. This can be done using Membership in .net by
learn more about membership
here i have given you very top level view. You may face problems in implementation. Write to me if you need any help.