Hello Francois
IOS routers use various AAA (Authentication, Authorization, and Accounting) models to implement passwords and other parameters. By default, Cisco IOS devices use an AAA model that allows passwords to simply be defined using the process that Rene describes, and that you have attempted to implement. However, there are other models as well.
If you look in your configuration, you will likely find the following command: aaa new-model. It is this command that is not allowing you to simply enter the command login above. This model requires an AAA database to function.
In order to fix this, type the following command in global configuration mode: no aaa new-model. This disables the “new model” and returns the device to its default AAA model. Then go back and configure the console with the above commands and it should work.
I hope this has been helpful!
Laz