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The simplest option (if available to you) is for your Tableau Server to be configured with Active Directory Authentication, and there to be a trust relationship between the 2 domains.
See the following article
If this is not possible, then it is going to start getting trickier
All the best
One more thing I would to like to ask you.
Do I need to add this users to my active directory first?
Can you please throw some light on it?