Most of the settings that define how a UAG trunk authenticates users appear in the Advanced Trunk Configuration window, on the Authentication tab.
If you just finished configuring a trunk, you can now access this tab and then uncheck the Require users to authenticate at session logon checkbox, for those rare occasions where you need to have a trunk that does not require authentication. In case you were wondering, when creating a trunk, the Create New Trunk wizard does not allow you to configure an unauthenticated trunk and requires you to assign an authentication server to it, but you can always change this setting later.
As we mentioned already, most deployments will require some form of authentication for the trunk, so you'll probably leave that checkbox checked, as it is by default. The authentication method or methods used for the trunk depend on the authentication servers assigned to the trunk, which appear in the Select authentication servers list...