You can set a page to allow only the registered users to access in Step 3 -> "Select Page Option" drop-down list -> "Set Member Page".
Then the member icon will appear at the page and the feature "User" will be appeared at the menu bar in Step 3.
This feature "User", is the place to set admin credential login to the member page you have created. Please go to Step 3 -> User -> Admin Account, to set username and password for the admin.
Once finished settings above. Please publish your website again. The member page will appear with a member register box for your website visitors.