In this post I am going to explain how to create new SharePoint 2010 web application and configure claim based authentication for newly created web App.
Please follow these steps:
1. Launch Central Administration.
2. Select the Application Management section from the left menu.
3. In the Web Applications collection, select Manage Web Applications.
4. On the Web Applications tab of the Ribbon, select New.
5. In the New Web Application screen, select Claims Based Authentication.
6. Accept all other defaults and click OK. Be patient. The process of creating a new WebApp can take several minutes.
7. The Application Created screen will be displayed. Read the provided information and click OK.
Note: You cannot switch from claims based authentication to classic mode authentication. It is possible to convert from classic mode authentication to claims based authentication.
The following TechNet article explains the CMA to CBA conversion process: http://technet.microsoft.com/en-us/library/gg251985.aspx.