I am not completely sure what you mean, but it looks like you are looking for is_user_logged_in. You can use this test in your templates to test if a user is logged in and display information accordingly. In this fassion:
if (is_user_logged_in()) {
... show some content ...
}
else {
echo "Please, login first";
wp_login_form ($args);
}
It is wp_login_forms that will create the form for you.