Welcome to these forums David 995031.
First things first, what Mac are you using, what operating system?
Secondly, once logged into any Mac you should not need to login to any apps, ever. Unless you are making a change to the system intself in which case you may be asked for permission via your admin password.
I'm not sure what you mean when you say, "in Windows, the system remembered my laptop." Perhaps some clarification. Describe what you do, what app you are using and what happens?
Just so we are all on the same page, you'll need your password to login to your computer after start up, unlock the computer if you've enabled locking on screen saver or going to sleep, installing applications that need special privileges to make system changes, modify settings in System Preferences and likely a couple more that I can't think of right now.
However, just using an app should't prompt for your password. So explain what apps you are seeing this.