Hi Piyush,
The SSO logon is not configured poperly.
I think you can still logon by clickin button "Log On", you should get the pop up where you can enter your SAP user and password.
If its not working, please contact basis team to configure the necessary settings to run web dynpro applications.
Please refer the below link for to about the setttins to be done.
Configuration for running WD application
Hope this helps you.
Regards,
Rama