have you tried .../login.html ?
In a nutshell you'll need to:
1) Enable anonymous users from project settings
2) Create a login page
3) Allow anonymous users to see that page
4) Add login form and forgot password to that page (See forgot password module's readme)
To be honest it takes a bit of time to complete the whole setup and it does take a bit of understanding of the platform. I suggest having a look over the Forgot password's documentation and check the academy courses.
Hope this helps
Dragos Vrabie is correct, but I am adding a little more description for those who are new to Mendix. After step 3 on Dragos comment, you will see a section called authentication widgets in the toolbar of the page you created. Simply place the Login text box, password text box, and sign in buttons on the page. Mendix will handle authentication when the sign in button is pressed. You can also link the validation message to the sign in button for login feedback. The password retrieval is more complicated because you will need to setup a SMTP relay. As Dragos said, it is best to go through the academy and read the instructions on how to setup the process, with the modules you downloaded.