HI Faizan,
In the Mendix -> Click On App -> Show App Directory in the Explorer -> Open Deployment folder -> Inside Deployment folder open web folder -> Inside Web folder you can see login.html.
Open this login.html in vs code and update what you want.
Or if you want to make custom login page.
Copy your login template from App explorer -> make a empty page & paste your login template here & customize accordingly -> Give this page anonymous access-> Go to navigation -> Scroll down See there authentication tab -> Open Sign in- page & attach this page there.
Hope you like the answer.