First of all, this is probably a question that should be asked in the DBA site. Anyway, you can set up the security of the server so that only certain users are allowed to login.
When you set up the server, you add Logins to the Server Level and then Users at the database level. Only the users that are setup can, obviously, use a particular database. You can place users into roles, so, for example, they will have read-only access to a database. You can control, down to the object level, who has access to what.
There is a good article on what SQL Server security is about here
Having said that, sometimes, after, you have setup your security, you need to disallow certain users to not be allowed to Logon. Perhaps you are doing some major upgrade to the database. One option in this case is to create a Logon trigger.
A Logon Trigger will fire every time a user Logs in. You could create a table of "allowed" users and, in the trigger, if they are not in the table you ROLLBACK, effectively disallowing the Logon.
Here is information about creating a Logon trigger