This article provides steps to configure the LDAP server in FortiGate and how to map LDAP users/groups to Firewall policies.
End users can then see a firewall popup on the browser that will ask for authentication prior using the service.
Note that such a policy will also not allow DNS queries if the user is not authenticated.
End users must have some way of resolving the destination address that would match this policy.
If DNS does not work, the users will not be able to authenticate as the HTTP connection to the destination cannot be made.