Like any other Windows you can create a user and set password for him in Windows 8 too, this user is known as Local user as all details are stored locally in your computer, but Windows 8 also allows you to login using your Microsoft account, this will enable you to sync all settings.
If you had installed Windows 8 RTM then set local user at installation and to automatically sync your settings you want to switch to Microsoft account or vice versa then here is the method :-
On your Start Screen click on user and then on Change Account Picture,
Now click on click on Users from left side and then click on Switch To Microsoft Account from right side,
Now it will ask your email address and then password, just provide it and you are done. When next time you will boot you will have to sign-in with your Microsoft account.
If you wanna switch back to local account then repeat the same process and instead of selecting Microsoft Account in 2nd step, just select Local Account.