How to Authentication user without creating user in Kentico database I have some web API where I val

You can do this, however if you plan to have restricted content on your site you'll need to "fool" Kentico into thinking there is a user and that user is logged in. Otherwise you'll have to create the whole authorization process on your own.

If you want to have the user log into the admin app, then the user object MUST be created in the Kentico DB - otherwise the security and permissions model will not work. The only way around this would be implementing a fully custom authentication and role/permissions providers. If you want to authenticate the user on the live site, you can use some third party or custom authentication provider and there is no need to create the user in Kentico DB if you do not need to assign any access permissions.