I read the article they have on their site " https://www.inet.no/dante/doc/1.2.x/config/auth_username.html" but I have no luck on making it work.
*Also I don’t know which user to put nor the default password.
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I made it work with this guide: https://tech.tiq.cc/2015/10/how-to-set-up-danted-dante-server-socks-proxy-on-ubuntu-14-04-with-authentication/.
I tried to login without autentication and gave me this error: [11:45:53] ERROR: Cannot connect to loginserver [-4] [11:45:53] The proxy did not accept the connection request 
[11:45:36] Connecting to proxy… [11:45:36] Connected to proxy [11:45:39] Request serverlist…
No problem on connecting to the proxy.
*Note I am using ubuntu 14.04 and it worked without any kind of problem
@hasen thanks for your help. I understand that now, I’ve created a new user and have assigned a new password to it but it still doesn’t connect. I will try to contact them.
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From the page you’re linking to it says The username authentication method uses the system password file to verify a username and password combination supplied by a user as part of the SOCKS version 5 authentication process. Note that the password is transmitted in cleartext with this authentication method.
So that would probably mean that you need to create a user on Ubuntu and use that user.
But you would probably get better help by asking their community mailing list: https://www.inet.no/dante/lists.html