WPF Window using Windows Authentication to SQL Server

I am building an internal application for our Systems Team to use for various systems management controls like specific database tasks.  I will put together some maintenance tasks, but more important are a bunch of common queries that give good insight into the transactional system.   This will be my first WPF app that I am writing so I have a couple of questions.  I am building a Authentication class that will use a WPF window and other common controls used to submit to SQL Server for authentication.  I am using a mix of SqlClient classes and SMO classes to accomplish this.  The question I have is that when a user successfully authenticates to SQL Server either by SQL Auth or Windows Auth I then close the window and open up another that houses the specific db tasks.  Will that authentication that was successfully issued be carried over to the new Window I use once I close the previous?  I basically wonder if this holds the current session for the user or if by closing the authentication window it closes the connection.  Can someone help me understand how best make sure the user session carries over to the new window or does the session carry over until the app has been closed?