OCModShop published a howto on shutting down Windows 8, you can read it over here. There's no Start menu anymore in Windows 8 so the shutdown procedure is diffferent than what you're used to. You need to open the Charms bar (Windows Key + C), click on "Settings", then click on "Power" and click "Shut Down".
Since the new Windows forces a "tablet" experience onto all users regardless of their platform, they must assume that most people will let their PCs enter sleep mode, as most tablets do. So how do you shut it down?