just follow the steps in this learning path
you can either use the standard login.html page
or you can create your own authentication page by going to:
The following video might help as well
Based on comment:
create the userroles here (security > user roles):
then use the navigation page to create homepages for the different userroles:
In mendix there is page template for login see below: you can use this, after that, you need to create anonymous role in security and you need to select that anonymous user role in navigation >anonymous users.
and also in project security,in authentication sign-in page have to set that login page .
I hope it will helpfull for you.
The following video might helpful