Katalon does support windows authentication. Check the below URL for details.
https://docs.katalon.com/display/KD/%5BWebUI%5D+Authenticate
‘Input username and password on authentication dialog.’
WebUI.authenticate(‘http://the-internet.herokuapp.com/basic_auth’, ‘admin’, ‘admin’, 12)
If you still face challenge, Please let me know your OS, Browser and it’s version.