If you’re connecting to a computer using Remote Desktop (RDP), sometimes you are not given the option to shutdown from the Start menu.
So instead, you can use command prompt to access a Shutdown option directly.
Click Start, click All Programs, click Accessories, and click Command Prompt.
Type shutdown /i to display the Remote Shutdown dialog box (Shutdown.exe).
Under Computers, click Add to enter computer names, or click Browse to open the Find Computers dialog box.