Remote Desktop Connection is a wonderful Windows feature that lets you connect to a computer located elsewhere and run it as if you were there. It certainly makes it easy to help resolve issues on someone else's computer.
Unfortunately, the remote computer’s Start menu only shows options to "Log Off" and "Disconnect". It does not offer the standard "Shut Down" options: Log off, Shut down, Restart, Stand by, Hibernate.
If you press Ctrl+Alt+Del, the command is captured by the local machine and not the remote one.
There are several ways to shut down the remote computer. These 2 methods are the simplest I’ve found:
Open "Windows Security" from the remote computer’s Start menu:
The security screen appears. What you want is the icon in the lower right:
When you click on it, the standard shutdown options appear:
From the remote computer’s Start menu, select Run, and run a command line with optional switches to shut down the computer:
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