For Joomla authentication, the SCLogin module simply hands off the user's credentials to the Users component. From there, that Joomla component validates the credentials and will add any required messages about failures.
If you're not seeing them, it's likely an issue with your template not properly inserting any of the system messages into the output. For Joomla templates, they have to have the following jdoc inclusion which will display any warning, error or info messages that are generated from the page load:
<jdoc:include type="message" />
From what you describe, I'd guess your template isn't showing *any* system messages, and the code above is missing and that's why.
I hope that helps, but if not, let me know.
Thanks,
Alex