How to put a custom login menu in a page?
ok your question has several parts:

(The standard login form can be accessed through a block, or going to the /user path while logged out)

Custom login form:


http://picxelplay.com/blog/theming-drupal-6-registration-login-and-request-new-password-pages-not-just-forms
http://blog.aphexcreations.net/2009/04/theming-drupal-user-login-form.html
http://drupal.org/node/154236 (outdated)


Custom 'menu':


Create a block that has a link to /logout, going to that path will automatically log out your users. Make sure that the block visibility is only for authenticated users.
Add any other links or options you want.