I was trying to access Snowflake and I did not see any option for Windows login
I think that this should help you: https://tessellationtech.io/oauth-snowflake-alteryx/
@BrandonBis 100% correct - this works as a set up for Snowflake In-DB as well. If you need help hit me up and I can help you troubleshoot it - but basically you use the DSII driver and (I use a user profile) set up the ODBC 64 profile for externalauthentication. You can then create a semi-empty DSN string which will open your external browser for authentication.
notes: this process can take a while the first time you authenticate when Alteryx caches all of your Snowflake tables/views.