By default EPiServer use MultiplexingMembershipProvider, so you could use both WindowsMembershipProvider and SqlServerMembershipProvider.
You could create new users with administration privlilages from Admin Mode.
When you login for the first time you could use local administrator account or if you are logged into domain you could use domain account (it also need to be admin account).
Thank you very much, before I consider a mistake. I try to log in directly using the local Administrator account has been properly registered.