How can I make 'sign up' and 'log in' and 'log out' menu at my site?

Hi, I am making an e-learning site at http://englishjump.net/. However, I need help with making 'sign up', 'log in', and 'log out' menu.

This one, http://demo.studiopress.com/education/, is a theme demo which Studio Press shows. At the demo site, login is at the bottom. That is not what I want. And their meta widget offers wordpress.org url, RSS feed, etc with login menu. That's not what I wanted either.

Can I show 'sign up', 'log in', 'log out' menu at the header right menu or primary menu?

Thank you in advance.

Jeonghun