Here is the little help I can offer:
1- the Login and Logout. I personally made my own buttons to link to the page http://yourdomain/wp-login.php?action=register. Honestly, I cannot remember how the logout button was done (sorry, it was over 2 years ago).
2- The member pages are probably not protected yet. Did you protect them with a ccap or other?
3- What account are you expecting to see? as an admin, you will be automatically be directed to the dashboard. If you are using a test member who is not an admin, you will just log in to Login Welcome Page that you will have to define here s2Member > General Options > Login Welcome page.
Hope that helps.