If you visit the shutdown menu on a Windows machine from inside a remote desktop session you won’t get the standard Shutdown / Restart options but instead only Lock and Sign out.
To reboot the machine open command prompt as admin and issue the following:
shutdown /r /t 0
To shutdown the machine issue the following in a command prompt window:
shutdown /s
Cool tip. This would make a good launcher for the taskbar. Currently, I use CTRL+ALT+DEL to bring up the Shut down Options menu.