The Sign-on window allows you to enter your Master Password to open the company file you selected. This window appears only if you have a password. From this window, you can open the Master Password window, where you can change or delete your password.
If you've previously tried to sign on, and you received an alert message at that time, you may find the solution to the problem you're having by reviewing Alert messages (company file) or Other company file situations without an alert message.