Go to your Desktop (Windows key  +D). Press the keyboard combination Alt+F4 at the same time. Then, from the drop-down menu, click Restart or Shut down.

1) In your Windows Remote Desktop session, go to the Desktop. (You can do this easily by holding down the Windows key  on your keyboard and pressing D.)

2) Hold down the Alt key on your keyboard and press F4.

3) When the "Shut Down Windows" prompt appears, click the drop-down field and choose to either Restart or Shut down.

4) Click OK.

OUTCOME

You have successfully shut down or restarted the computer you were accessing through the Remote Desktop session.