OpenKM has many interesting features, but requires some configuration process to show its full potential.
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What you said is not correct. I suggest you try login with OpenKM UI and then if all is right the login into webdav should be exactly the same ( you should see the same ). I think the problem is really you have not set correctly the security and your users are not able to login across UI
I am perfectly able to login to the UI with the user who has been assigned ROLE_USER permissions but webdav does not work unless I put the user into the ROLE_ADMIN group.
Works fine here, auth is ldap, webdav mounted with davfs2 on ubuntu. Tested both admin and user accounts (ROLE_ADMIN and ROLE_USER roles respectively), both work fine. How are you trying to access webdav?
Try connecting to */OpenKM/webdav instead of */OpenKM/webdav/okm:root. If that's not an option, make sure that root folder can be accessed by ROLE_USER role.