I just want to find out if this takes place during set up or any time after set up.
I do not recall whether I had to make a setting change after installation/setup or I was able to bypass the logon by not setting up a password or a Microsoft Account (both of these you can skip during setup) or more than one account (more than one user of the computer, each with their own sign in and therefore their own customization of the OS, bookmarks/favorites, email, etc).
Yes, this is one way to change settings after installation. Like so much that is Windows, there is more than one way to accomplish the same task:
2 different ways
3 different ways
Sometimes it is good to read different posts on the same task because you might glean additional information that helps. Anyways, if you have set up windows and find you must click on the logon screen then now you have 3 different ways to bypass it.
Speaking of setup, here is a link that goes through the user required setup steps for Windows 10. Again, note you do not need to enter a password or a Microsoft account if you do not want to. Skip it!
https://www.hardwarezone.com.my/feature-heres-step-step-guide-installing-windows-10
Here is a brief selection of Windows 10 setup tips. You can find many more on Google with search term "Windows 10 Tips".
https://www.thewindowsclub.com/windows-10-tips-and-tricks
Last for tonite... a handy standalone app, from a safe web site, to easily make privacy/security settings changes in Windows 10:
O&O ShutUp10
This app makes short work of things as many setting controls are different than in Win XP.
Honestly, you can spend hours tweaking things or not, it's up to you.