I am from a small concern and we are currently looking into getting a server purely for authentication and saving user data's. I do not want to push software to the devices or anything like that. I simply want to force the devices to input a username/password before they can use it (to keep track of who is using what for security purposes and thier user datas have to be in the server. So : Is it possible/practical to use a Linux server to authenticate Windows devices?
As you already added the Samba tag, it is possible to use Samba as a domain controller to authenticate Windows clients and provide space for the users to save their files. I already used such setups in small businesses. Whether that fits a "small concern" depends on your specific needs.
For authentication, you create a Windows domain on the Samba server and make your devices members of this domain. Now every domain user can login on any of the devices. Samba supports different backends, but you probably want to use the LDAP backend to manage the Samba users. You can use the same LDAP tree to manage the Linux users, you just need a few additional attributes.