With Windows 8's radical user interface many familiar windows elements are not present or must be accessed differently. If you're missing the shutdown button and don't want to use the new charms bar you can add back your shutdown button the start menu manually.
Educational weblog WonderHowTo shares that, to make a shutdown button for your start screen, you must first create a desktop shortcut (right-click, new shortcut) and enter this line of code in the location field:
Shutdown.exe -- s -- a 00
Name the desktop shortcut "Shutdown" and click Finish. Finally, right-click on that shortcut and choose Properties then Change Icon and from the menu that pops up you will pin the shortcut to your start menu. The video above shows you how to complete each step.