They can be found in the Mendix directory in the Program Files directory. For that reason you should never change them, they will affect all your applications! If you want to change anything, you should add CSS rules to your own theme, marking them with '!important' if necessary.
You can find several tutorials on our documentation server to create a custom theme. These can be found here. It's not possible to make any adjustments to the tundra or base.css, so we always make a separate custom.css file to overwrite the default styles.
If you placed the login.html file in your theme folder and re-deployed, it should change the login page. The login.html and index.html are separate files.
oke thanks for your replies. I will use !important and make the adjusments in my custom.css. Now I realize this is a very logical decision of mx. I've another problem related to theming. I've changed the default login.html but my deployment doesn't use my changed login.html. I've tested this by changing the title tag in the login.html. When I deploy my app the login page will load. But i see that the title is from my index.html. Does this mean that the login page is also using the index.html as first page?
The problem of the login.html is related to your cache and cookies. If you inspect the cookies, the originURI defines which login will be used, if none is defined, login.html will be used. Note that this is applied only before loading the client. If the client is already loaded (due to using anonymous users for example), a generated default popup will appear; the one you described.