The login page shares static assets (CSS, JS, fonts, images) with one of the control panels.
To control from which control panel the assets are loaded, change the gobalSetting with name StaticFileHost in C:\Program Files (x86)\Atomia\Identity\STS\Web.config. By default it is set to use the assets from HCP.
Activating your theme
If you have no changes to your view files, you only need to add a transformation to get something like the following in C:\Program Files (x86)\Atomia\Identity\STS\Web.config
<theme isActive="true" name="MyTheme" parentTheme="NewDefault" />
<theme isActive="false" name="NewDefault" parentTheme="NewDefault" />
<theme isActive="false" name="Default" parentTheme="Default" />
If you need to change some view files as well, you should add the views you want to override to your theme folder in C:\Program Files (x86)\Atomia\Identity\STS\Themes\MyTheme\Views