Authentication dialogs present a challenge for automated testing, because Selenium has no way to interact with them. One solution is to bypass authentication by injecting cookies, setting an authenticated state for the application or site you're testing.
You may need to make a change in the source code of the web app itself so that the cookie is acknowledged, but your tests will run without the need for user credentials.
The basic process to test with cookies is:
Launch the browser on your Sauce Labs VM.
Inject cookies using Selenium.
Open the site / web app you want to test.
Run your tests.
You must be on the same domain that the cookie is valid for in order for this to work.
If the homepage of the site you want to test takes a long time to load, you can try accessing a smaller page (like the 404 page) where you can inject the cookie before accessing the homepage.