Hi, Ramkumar.
Not sure whether your question is about custom auth script, or customizing login pages. Or may be both? Yes, it's possible to have 2 and more steps in your auth scripts, and you have few limits regarding what you can do in each step. Usually anything python can handle is possible.
Customizing login pages is mostly a regular web development task, and it's something we encourage our users to do themselves (some exceptions are possible for our customers, though).