In the top navigation bar, Go to Pages and then press "Create a Page" (You can select the branding page template for your new page while creating it but, you can also change it anytime afterwards if needed).
Once, the page is created, you can drag the login widget from the right hand side widgets list
Remember: Each widget has an "edit" and "more" option, you can click "Edit" link on login widget to set the destination page URL and as well to display forgot password and registration links.
Please follow this link for the detail instructions configuring single and multisite login. Link: https://www.progress.com/documentation/sitefinity-cms/frontend-login-page