How do I setup the Login Page to work with requireLogin?
You didn't specify Craft 2 or 3, but I'm pretty sure this answer applies to both.

The template should live at templates/login/index.twig or templates/login.twig. Craft will resolve to both of them.

I tested this on a fresh Craft Pro install and created a Single with a template path of login.  There is a templates/login.twig with the login example here: https://docs.craftcms.com/v3/dev/examples/login-form.html and a templates/test.twig that only has {% requireLogin %} in it.

I logged out of Craft, then went to mysite.com/test in a browser and was successfully redirected to mysite.com/login that rendered the example login template.