This assumes you already have Kerberos working on the machine you run the sapgui on.
Install a kerberos GSSAPI library, if not already there. On Debian you can e.g. use libkrb53.
Before starting the sapgui tell it to use that library for for SNC:
Append these parameters to the connect string you use to connect to your SAP server:
Substitue sapsrv.example.com with the SAP server. This server must have SNC via GSSAPI/Kerberos enabled. Replace EXMAPLE.COM with your Kerberos realm. More details on these parameters can be found in the manual.
Connect either via guilogon or guistart while having a valid Kerberos ticket.
There's another nice description at duke.edu.