What you will want to do is visit the Installation Page and use the code under “ADD TO THEME WITH PHP“.
Take that code and add below the UL tags that hold your navigation and use CSS to put it in the far right position of your theme. The “strings” in the parathensis is the default options, go ahead and change those up or leave the data empty for the defaults. here’s some examples:
Use the defaults:
<?php add_modal_login_button(); ?>
Add custom text with a redirect to Google.com when logging out
<?php add_modal_login_button( 'Login Here', 'Logout Now', 'https://www.google.com' ); ?>
In your demo site, you have added that link via the Menus feature in WordPress. In the current version this is not possible but many have requested it and will be available in a future release (date undetermined right now).
I hope that helps. I have more detailed documentation on the installation page and on the demo site. Soon I’ll put together a demo video of me using the plugin and what can be done.