It depends on what you want the user be able to do. If you want them only to search for items and to use public items, enabling the "anonymuous access" on your Portal will do.
However, if you want to put them into groups / assign roles to them, you need an identity store. This can be the ArcGIS Portal identity store but it can also be your organization's enterprise identity store. When using an identity provider with SAML 2.0 Single Sign On support, you can give the user a single sign on experience (what is what your are looking for).
To read more about the access options and identity store integration: Managing access to your portal—Portal for ArcGIS (10.7 and 10.7.1) | ArcGIS Enterprise
More about SAML 2.0 Single Sign On with Portal: Configure a SAML-compliant identity provider with your portal—Portal for ArcGIS (10.7 and 10.7.1) | ...
Thank you for your response. I'm sorry, I thought it was implied that I'm specifically interested in using Explorer for ArcGIS to access our enterprise Portal through a VPN connection. I should have included that in my original post. We have the Portal configured to allow anonymous users already, but I can't seem to access the Portal as an anonymous user with the Explorer for ArcGIS app on my mobile device.