There's no rule that all distributions must have exactly the same way to show log-in options.
For example, both Lubuntu 18.04 and Xubuntu 18.04 have that option in their panels. In the image below, I have the panel on top, and clicking on the appropriate icon shows me my log-in options:

Lubuntu 18.10 (which has LXQt as its desktop environment), looks like this:

Whereas Kubuntu 19.04 has the option in the lower left corner:

If you still don't see any such icon to click on, please edit your question to post the output of ls /usr/share/xsessions.