You can shut down your computer properly by pressing the Power key in the keyboard. But to make the Power key active you need to do the following steps.
After clicking the right button of the mouse, select the properties button. Then you will have the Display Properties window from where select the Screen Saver button and then select the Power button which will open a new window named Power Options Properties.
From it select the Advanced button and then select Shut Down option from the power buttons and then press the apply button. After doing this the Power key will be active.
We can save our time by pressing the power key in the keyboard to turn off our computer properly.