Until SSMS 2014 there were the two standard authentication options for connecting to a SQL Server instance: Windows Authentication and SQL Server Authentication. The new options are available only for the Database Engine:
Active Directory Password Authentication, and
Active Directory Integrated Authentication
are the two new authentication options introduce

Active Directory Password Authentication is used for Azure databases using Azure AD principal name.
Active Directory Integrated Authentication also works with Azure AD principal name but it is using a federated domain.