Add HTML/Edit the template

You could download and install this add-on plugin which will add some setting fields in the admin to customise some of the content on the page.

Or you could use the ‘password_protected_before_login_form’ and ‘password_protected_after_login_form’ filters:
https://github.com/benhuson/password-protected/wiki/Documentation

Or if you want to do lots of customisation you can make a copy of the ‘theme/password-protected-login.php’ file in the plugin at put it directly in your theme folder and customise that. Be careful not to change any of the functional PHP within that template and if the plugin is updated you may need to check wether changes have been made to that template and update your copy accordingly.