Setting up new users is often needed to test out different roles and their usage in AX2012. This video walks through the process of creating a new user and setting them up in AX2012.
This video was recorded on a server running Windows 2008 and AX2012 R2 so the administration will be a similar process but the consoles are different in Windows 2012 if you are using the latest AX2012 R3 demo VMs.
Cheers
Lachlan