If you enable anonymous users, you can have your login page in mendix, and you can create your own login logic.
Under security:
Then, under Navigation:
And on your login page, you can use the default authentication widgets (https://docs.mendix.com/refguide/navigation?utm_source=businessmodeler&utm_medium=software&utm_campaign=modeler#authentication) or create your custom microflow to handle the login logic.