what is the difference between sql server authentication and windows authentication...Is there any specific situation of using each authentication?
I don't know SQLServer as well as other DBMS' but I imagine the benefit is the same as with DB2 and Oracle. If you use Windows authentication, you only have to maintain one set of users and/or passwords, that of Windows, which is already done for you.
DBMS authentication means having a separate set of users and/or passwords which must be maintained.
In addition, Windows passwords allow them to be configured centrally for the enterprise (Active Directory) whereas SQLServer has to maintain one set for each DBMS instance.