If you have a 3rd party customer portal or an area where customers can log in to upload documents/ view documents etc then it is a good idea to have a link to this on your website. Many third-party companies such as accountancy software allow you to embed a link or a login area into your own website. This can often be done in a number of ways. You may simply add a login button on your site that redirects the user to a login page of the application (different URL) or you may decide to embed a login area on to your website to have them input their user details and password on your site. They can then either be redirected to the logged in view of the third party website or if you are using Iframes it will load the content within your current site. Iframes can be very useful but you may find that you have difficulty when trying to ensure they are compatible on all devices.
If you are allowing the site to redirect the users to another URL you may want to state this so they do not worry when they are taken off your page.