Hi,
We can refer to the following link to create a web application monitor and select authentication setting to see if can work:
https://social.technet.microsoft.com/Forums/ie/en-US/b51b6c2a-d7cc-4a75-bef8-01939812c694/scom-2012-how-to-create-a-web-application-monitor-for-an-application-requiring-authentication?forum=operationsmanagerauthoring
Meanwhile, as another method, we can also consider to use URLGenie Management Pack to monitor the website requiring authentication. here is a link for the reference:
https://learn.microsoft.com/en-us/archive/blogs/tysonpaul/urlgenie-management-pack-for-scom-an-easy-powerful-solution-for-bulk-website-monitoring
Hope it can help.