What do you mean you don't have login.sql? You mean it wasn't created during instalation? Are you looking in right directories?

If it realy wasn't created during instalation you could simply create it manualy, just make sure you are putting it into right directory (or to put it in other words: make sure your environment variable SQLPATH points to that directory). In my instalation on NT the location of login.sql is in %ORACLE_HOME%\DBS, while glogin.sql is in %ORACLE_HOME%\SQLPLUS\ADMIN

HTH,