SQL Workload Analysis uses the same types of authentication available in the SQL Server security model. When specifying account credentials for SQL Workload Analysis, you can use Windows Authentication or SQL Server Authentication.
When considering which authentication to use, keep in mind that SQL Server Authentication is required when no domain trust exists between the SQL Workload Analysis computer and the computers hosting the monitored SQL Server instances. For example, if the monitored SQL Server instances are located in an untrusted domain or behind a firewall, you must use SQL Server Authentication to successfully deploy SQL Workload Analysis. In this case, you must use the 'sa' account or a SQL Server login that has System Administrator permissions.
For more information about these authentication types and the SQL Server security model, see the Microsoft document, Authentication in SQL Server.