Go to your web site and look for the log-in block/link in the left-hand side block. It should look like this:

You can tell when you're logged in because a menu should show up that has the create content link, administration menu, etc. The title of the menu will be your user name.
Your login status is "remembered" on your computer, so when you return to the site, you may still be logged in. To log out, click on the"log out" entry at the bottom of the administrator menu.