Q: how to set a login passward...?

You should already have the password as you entered one when you created the account(s) on the machine.  To turn of auto-login and have the login prompt at startup, go into your security control panel and disable the autologin feature.

Go into the users and groups area, then click on change password, you can either change te original password that you set when you first turned it on, or you can change it.

After this go into the security and privacy settings, then click on the lock to change the login options.  After you have done this, make sure that the option of disable automatic login is ticked so that you need a password after you turn the machine on.  You can then tick the require password after sleep or screen saver option as well to ensure that the password is required to use the machine.

Hope this helps!!