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While cockpit allows you to monitor and administer several servers at the same time, there is always a primary server your browser connects to that runs the Cockpit web service (cockpit-ws) through which connections to additional servers are established. See this diagram for how it works.
By default the cockpit web service is installed on the base system and
      socket activated by systemd. In this setup
      access is controlled by a cockpit specific pam stack, generally located
      at /etc/pam.d/cockpit. By default this is configured
      to allow you to login with the username and password of any local account on the
      system or you can setup a Kerberos based SSO
      solution.
The web server can also be run from the cockpit/ws docker
      container. If you are running cockpit on an 
      Atomic Host this will be the default. In this setup, cockpit establishes an
      SSH connection from the container to the underlying host, meaning that it is up to
      your SSH server to grant access. To login with a local account, sshd
       will need to be configured to allow password based authentication.
      Alternatively you can setup a Kerberos based SSO
      solution.
Once you are able to login to the primary server you will be able to connect to additional servers. These servers will need to be running an SSH server on port 22 and be configured to support one of the following authentication methods.
The target server will need to have password based authentication
        enabled in sshd. When this is setup for the first time,
        Cockpit will ensure that the user connected to primary server has the
        same password on the secondary server.
The target server will need to be a member of the same domain as the primary server and your domain must be whitelisted in your browser. See the SSO documentation for how to set this up.
When you successfully log into the primary server, an ssh-agent
       is started. The following keys are then preloaded into the
      ssh-agent provided they are supported by your SSH
      version, present, with the correct permissions, and either unencrypted
      or encrypted with the same password that was used to login.
~/.ssh/id_rsa ~/.ssh/id_dsa ~/.ssh/id_ed25519 ~/.ssh/id_ecdsa
Cockpit provides an interface for loading other keys into the agent that could not be automatically loaded.
The target server will need to have public key authentication enabled in
      sshd, and the public key you wish to use must be present in
      ~/.ssh/authorized_keys.
Note that when a user is authenticated in this way the authentication happens without a password, as such the standard cockpit reauthorization mechanisms do not work. The user will only be able to obtain additional privileges if they do not require a password.