When you create the login behavior, the First setting on the general tab is the login name.
On login success a session variable is created using the login name as:
WA_AUTH_<login name>
so for example if you name the login "MyLogin", the session will be created as
WA_AUTH_MyLogin
you can create an if statement to check for that session variable and show logged in or not logged:
<?php
@session_start();
if(isset($_SESSION['WA_AUTH_MyLogin'])) {
?>
Logged In
<?php } else { ?>
Not Logged In
<?php } ?>