CAPT OF A BEECH 1900 RETURNED TO GATE AFTER LEARNING THAT THE ONLY PAX HAD NOT BEEN SCREENED THROUGH ARPT GATE SECURITY.

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MY FO AND I WERE EXHAUSTED. WE FLEW 5 LEGS; HAD MULTIPLE DELAYS AND MAINT PROBS; AND NO BREAKS. OUR LAST FLT; CWA-MKE; WAS ALL WE HAD LEFT TO FLY. I TOLD THE 2 RAMPERS WE WERE READY TO BOARD. THEY SAID WE ONLY HAD 1 PAX. I THEN SAW THE RAMPERS BRING THE PAX NOT THROUGH THE TERMINAL; BUT RATHER BEHIND THE TICKET COUNTER; THROUGH THE BAG ROOM; ON THE RAMP; AND INTO THE PLANE. I KNEW THIS WAS NOT RIGHT. I LEFT THE COCKPIT AND ASKED THE RAMPERS WHY THEY BROUGHT THE PAX THROUGH THE BAG ROOM. THEY SAID HE WAS A NON REVENUE PAX. I ASKED IF HE HAD BEEN THROUGH SECURITY; AND THEY SAID 'NO.' I ASKED 'WHY NOT?' AND THEY SAID SECURITY HAD LEFT THE ARPT 4 HRS EARLIER; AT XA00. THE RAMPERS SAID THAT THE STATION MGR INSTRUCTS THEM THAT NON REVENUE PAX DO NOT NEED TO GO THROUGH SECURITY FOR THE LATE NIGHT FLT; AND THAT ONLY REVENUE PAX MUST GO THROUGH SECURITY. AS A FLC; WE ARE NOT TRAINED IN PAX ISSUES LIKE THIS; SO I THOUGHT THAT IT MUST BE OK; IF THAT'S WHAT THE STATION MGR INSTRUCTS THE RAMPERS. WE STARTED THE ENGS AND LEFT THE GATE; BUT THEN STOPPED TO DISCUSS THE SIT. MY FO AND I CONCLUDED THAT NONE OF THIS MADE SENSE; AND SEEMED TO BE WRONG. I RETURNED TO THE GATE; SHUT DOWN; AND DEPLANED THE PAX. I TOLD THE RAMPERS TO GET THE SECURITY PEOPLE OUT TO THE ARPT TO SCREEN THE PAX. THEY ARRIVED 30 MINS LATER; SCREENED HIM; AND THEN WE TOOK OFF. WE ALSO FULLY INSPECTED THE ACFT CABIN (AFTER FIRST BOARDING THE PAX) BEFORE TAKING OFF. IN RETROSPECT; I THINK I WAS VERY FATIGUED AND INCORRECTLY DECIDED TO TAXI OUT INITIALLY. IT TOOK ME A FEW MOMENTS TO STOP AND THINK THE WHOLE SIT THROUGH; AND I'M GLAD WE TAXIED BACK TO THE GATE. MORE IMPORTANTLY; WE MIGHT HAVE A STATION MGR WHO IS MISLEADING EMPLOYEES; AND/OR THE RAMPER EMPLOYEES ARE NOT CONDUCTING SECURITY PROCS AS REQUIRED BY LAW. I INTEND TO DISCUSS THIS WITH COMPANY MGMNT TO ENSURE THAT THIS PRACTICE IS NEVER REPEATED.