On startup, enter the BIOS setup.
Check for an auto power-on setting (designed for computers that run all the time so that when power is restored the PC boots automatically).
Check also for the power button settings in the bios (usually soft power off to trigger an operating system shut down).
Normally you would shut the PC down from Windows rather than use the power button. This allows the operating system to shut down cleanly and prevent file system corruptions or lost data.