I checked the Deepin store and did a quick search and found nothing.  I don't think its an option.  You should consider sending a direct e-mail to the development crew to add the function.  If it was available, it should be easy to find in the control center.

deepin 2015 will have this feature!

I'm getting really anxious for Deepin 2015.

For versions prior to 2015, install the sox package, then make a login-tune.desktop file in the ~/.config/autostart folder
e.g.
[Desktop Entry]
Type=Application
Exec=play /usr/share/sounds/freedesktop/stereo/service-login.oga
Hidden=true
NoDisplay=true
X-GNOME-Autostart-enabled=true