Is it possible to convert existing users from SQL Server authentication to Windows (AD) authentication? (SQL Server 2008 R2)
The security concept of SQL Servers differentiate between login and user. A login is at the SQL Server instance level and can be mapped to different users for different databases, as long as the database user is a SQL user and not a Windows user.

You could create the Windows login and the user (both having the same name) followed by script that copies the permissions from the SQL user to the Windows user. (Search for "sql server clone user permissions").