Redirect to login page if not login magento

You can create a module for that.

First you need to declare an observer on the controller_action_predispatch event: app/code/local/Vendor/Module/etc/config.xml

<config>
    <modules>
        <Vendor_Module>
            <version>0.0.1</version>
        </Vendor_Module>
    </modules>
    <global>
        <models>
            <module>Vendor_Module_Model</module>
        </models>
    </global>
    <frontend>
        <events>
            <controller_action_predispatch>
                <observers>
                    <vendor_module_controller_action_predispatch>
                        <type>singleton</type>
                        <class>module/observer</class>
                        <method>preDispatch</method>
                    </vendor_module_controller_action_predispatch>
                </observers>
            </controller_action_predispatch>
        </events>
    </frontend>
</config>

Then in app/code/local/Vendor/Module/Model/Observer.php please note that you need to replace STORE_ID with the id of the store you want to implement that feature :

<?php

class Vendor_Module_Model_Observer {

    public function preDispatch(Varien_Event_Observer $observer)
    {
        $controller = $observer->getControllerAction();

        if (Mage::app()->getStore()->getId() == STORE_ID) {

            if ('customer' === $controller->getRouteName()) {
                return $this;
            }

            if (!Mage::getSingleton('customer/session')->authenticate($controller)) {
                $controller->setFlag('', 'no-dispatch', true);
            }
        }
    }

}

And app/etc/modules/Vendor_Module.xml

<?xml version="1.0"?>
<config>
    <modules>
        <Vendor_Module>
            <active>true</active>
            <codePool>local</codePool>
            <depends>
                <Magento_Customer/>
            </depends>
        </Vendor_Module>
    </modules>
</config>

You can create an observer for the event controller_action_predispatch.
The observer method can look like this:

public function redirectNotLogged(Varien_Event_Observer $observer)
{
    $storeId = Mage::app()->getStore()->getId(); 
    $restrictedStoreId = your restricted store id here. It can even come from a config setting.
    if ($storeId == $restrictedStoreId) {
    $action = strtolower(Mage::app()->getRequest()->getActionName());
        $controller = strtolower(Mage::app()->getRequest()->getControllerName());
        $openActions = array(
            'create',
            'createpost',
            'login',
            'loginpost',
            'logoutsuccess',
            'forgotpassword',
            'forgotpasswordpost',
            'resetpassword',
            'resetpasswordpost',
            'confirm',
            'confirmation'
        );
        if ($controller == 'account' && in_array($action, $openActions)) {
            return $this; //if in allowed actions do nothing.
        }
        if(! Mage::helper('customer')->isLoggedIn()){
            Mage::app()->getFrontController()->getResponse()->setRedirect(Mage::getUrl('customer/account/login'));
        }
    }
}