"Will the speed increase if the clients are using windows authentication ?"
Probably not.
Before you can speed up anything, you need to get some measurements, so that you can confirm if anything you do makes a difference, and hopefully also check where the bottleneck is.
It could be your DB Server, your network, your application, or in your users imaginations. First, find out where.
For example, your application could be issuing all queries in the form:
SELECT * FROM myTable
When what it actually needs is
SELECT address FROM myTable WHERE userId=7
Start with trying to time what is happening, and when. If you can do timings when everyone else has gone home, that helps.
Then google: "speed up sql database queries" will give a lot of ideas.
It suggested these two:
http://www.catswhocode.com/blog/10-sql-tips-to-speed-up-your-database[
^] and
http://www.ajaxline.com/32-tips-to-speed-up-your-mysql-queries[
^] (though I would disagree about the first tip, most of them are relevant to MsSql as well)