This option is only available on notebooks, where there is a notebook monitor.
You can set this up manually, by setting the DisplayLink display to be primary and then disabling the other displays.
You can refer to this article:
http://kb.displaylink.com/15
The login screen should be shown on the USB screen, as our service that controls the USB display starts before login. If your USB keyboard is not working either, it sounds like your USB bus is not available until the user is logged in... which is weird, but not a DisplayLink issue.
Wim