Hi Ashish,
I am working on CA PAM, As part of Access Management Module of CA PAM , There is a functionality which enables SSO configuration of Thick client, Please note this functionality is provided out of the box but can be done with the help of Learn Tool available as part of the CA PAM solution. In My experience Windows Based Thick client SSO are easy to implement where as Java based are tedious.
Hope this was informative for you.