Hello Adrija,
There is a Mendix learning path where is explained clearly step by step all the process of creating a custom login page, but you should enable your Anonymous user though and be careful with your security in your app.
Here is the link:
https://academy.mendix.com/link/modules/183/lectures/1426/3.3.1-Creating-a-Custom-Login-Page
After you have done all the steps you can then design your page as every other page in Mendix without any constraint.
Let me know if there is anything you don't understand in the steps or how can I help.
Best,
Fjordi