Go to System Administration->Support->SAP Application-> Under Test and Config Tools select SAP Transaction-> Choose the mandatory parameters and enter the TCode here and click Go.
If the username exists in the backend system(with permissions for the Tcode), you get logged in directly.
If you are prompted for the user name and password, your SSO is not setup correctly.
P.S Ensure that the test for SSO, has to be carried out with the same username existing in the backend and the portal or the user mapping being done.
A couple of SSO links that will ensure, you have the setup in place.