OK, the login page templates folder inside whichever skin you have selected to be default, named login.html.
But you should be able to have a list of domains by declaring them in the default_host parameter. Here's the description from the base config file, note the second and third lines in the comments:
// The mail host chosen to perform the log-in.
// Leave blank to show a textbox at login, give a list of hosts
// to display a pulldown menu or set one host as string.
// To use SSL/TLS connection, enter hostname with prefix ssl:// or tls://
// Supported replacement variables:
// %n - hostname ($_SERVER['SERVER_NAME'])
// %t - hostname without the first part
// %d - domain (http hostname $_SERVER['HTTP_HOST'] without the first part)
// %s - domain name after the '@' from e-mail address provided at login screen
// For example %n = mail.domain.tld, %t = domain.tld
// WARNING: After hostname change update of mail_host column in users table is
// required to match old user data records with the new host.
$config['default_host'] = 'localhost';