Hi Arun,
There are three options are available to access the WD application externally.
Through Portal
Integrate the WD Application into the your portal & make the SSO enabled so that all users of the portal depends upon the role will get the access to your application.
Through VPN
VPN is a solution to connect to your network without opening to the whole world.
Through Internet port
To access the WD Applications without VPN like a normal web site you have to open the HTTP ports in your server's Firewall & allow external access to you WD Application.
For more info:
Portal Integration - Web Dynpro for ABAP - SAP Library
Webdynpro Applications Integration - Web Dynpro ABAP - SCN Wiki
- Gowtham