Profile Menu like here at WPMUDEV

I was wondering the easiest way to emulate how user login/account navigation that is on this very website here at wpmudev.
I think I had something like this years ago but I cannot remember the combination. What I like is that the user login/status is embedded In the menu instead of the admin bar. I would like to do this to kill any reasons for them to go to the backend. I do have User Profiles Made Easy but I am not seeing any functionality to add that into the menu to show a login when they are not logged in and their name or photo when they are to indicate that they are logged in. I also like the CSS, etc inside the menu up there. I am not wanting to mirror it perfectly but be put in the right direction.
Thank you.