Hi Anjali,
What you are looking at is the default login for Mendix which is named login.html. you can find the page when you navigate in studio pro to the top left, click on App and then on Show App Directory in Explorer. This will open the application directory where you then open the folder theme and then web.
In the web folder you will find the login.html which you can then make styling updates to.
Any thing you place in the web folder will be added to your deployment file so don't just add stuff. but you can add your own background image here and then update the html code to use your image.
Hi Anjali,
If you want to change login image , then you can change login.html file present in theme folder, but it will be changed for all users.
For specific role like admin if you want to change, then you have to create login page separately and allow anonymous users in your app
you can refer this for same-
Good luck!