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To my knowledge it is used for synchronizing roles between Windows and EPiServer Common membership system. So yes, it is save to remove it.
If you are using forms authentication and the integrating membership provider you should be fine without the module.
Because there is no documentation can someone explain what this module do? If we do not use Windows Authentication is it safe just to remove it?
<add name="EPiServerCommonWindowsAuthenticationIntegration" type="EPiServer.Common.Web.Authorization.IntegrationHttpModule, EPiServer.Common.Web.Authorization" />