Windows does a lot of important things when it shuts down. If you do not allow it to do this, it may corrupt your system such that it can no longer be started. Always click on the bottom left button and choose either shut down or restart.
If your computer seems unresponsive, your first attempt to regain control should be to use Task Manager to end a task, or even shut down the computer
The button on the front of your system is an ON button. It is not an off button unless Windows does not permit a proper shut down. In that unusual case, you will need to hold the ON button in for several seconds until you hear it become silent.