Security Code

i tried to make a login form that checks the user name & password validation from the DB, if valid access otherwise failed , and so on. now the problem is how can i make the pages display " login first " if the user logs out closes the window/page.

and wants to access another page without passing through the login form. i think i have to make sessions for all the pages when the username & password are valid,checking these sessions whenever accessing to another page , and clear them when logging out. but how can i do this and clear them when logging out.