There are multiple ways to do this. You can adjust the login.html file that is already existing or you can create a custom login page using a mendix page. There is a learning path explainig what you need to do.
See this learning path; https://gettingstarted.mendixcloud.com/link/path/56
Under branding you will find part 3.6 about custom login pages, this might help you. Might be usefull to follow the complete learning path aswell