I am bit new in perspective. I have created user and roles in gateway configuration. And created a Identity Provider which is been used in project properties under perspective section. However I am unable to locate the roles under “Authenticated”.
That window is not a role display. It works on security zones. The “Authenticated” checkbox simply means the user must log in, instead of have anonymous access.
You first need to define your master list of Roles in Gateway Web Interface -> Config Page -> Security Levels (under Security section). They should match any roles you expect users to have from your various IdPs. Once you define the roles, they will be available to choose from various permissions configuration panels like the one you posted.