Be mindful that this question has been answered several times before. A quick search can give you several results that should answer your question (Although, I’d recommend trying Google first. I’ve found that Mendix’s search can be hit or miss).

To answer your question, there are several things you will want to do:

1. Enable Annonymous users and give them their own specific role. This allows you to use a custom login page that unauthorized users (users without an account or who have signed out) can access.
2. Set the home page for Annonymous users to your custom login page. Or, if you want them to be able to access the application and login later, give them a different home page and make the login page accessible somewhere.
3. Set the home pages for your other user roles so that, after logging in, they will be transferred to their respective home pages

I’m not sure if that Sign-in action automatically transfers a user to their home page or not. If it doesn’t, you could use the Show Home Page action afterwards to send them to their own home page.

Also, there is a Login page template that works out of the box. It might be worth a look.