Question

Explain shut down menu?

Answer 1

If you're describing the option in the Windows Start Menu use "Shut down." When using the word as an adjective, noun, or a command use "shutdown." For example, the sentence "Instead of using the Start Menu Shut down option you could use the shutdown command to shut down the computer.
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Answer 2

It is a button in computer and laptop, the work of shut down button is to close the computer and laptop.