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You are probably using gdm as the login manager, so you will have to go to logout in the KDE menu and then when your graphical login comes up look for a menu that says systems or something along those lines and then click on shutdown.
Distribution: Slackware 10, Mandrake 9.2, Knoppix, Win XP
Ah, well that was kind of the first thing i tried. It doesn't drop back in to the GUI, it goes to a username/password term. I have to enter the wrong password a couple of times to get to the GUI and then shut down. Yikes?
Running "shutdown" from within KDE (IIRC) doesn't work (with good reason, say I), though as JayCnrs has said, try logging off and seeing where it drops you to
Edit: You're not logging into KDE as root, are you. No? Good. I believe root has a command to shutdown (from the K Menu), though it can be enabled for other users as well. Play around in the K-Panel maybe (I'm a CLI guy myself)?
You should just be able to go to the K menu and setect 'Logout'.
You should then have the options to shutdown, reboot or log in as a different user.
If you only have the option to log in as a different user, then you are using the Gnome Display Manager at startup. If all you want the shutdown options in KDE, you need to use the KDE Display Manager.
To do this add the following line to you /etc/sysconfig/dektop file:
Then restart your computer. When you get back into KDE, you should have the shutdown, reboot options when you select log off.
Distribution: openSuSE 13.2 / 12.3_64-KDE, Ubuntu 14.04, Mint 17
I don't understand at all. You have certainly somewhere a little symbol (red, with a vertical dash) which brings you into the shutdown mode. Can be found in the lower quickstart menu or when you click the "K" button in the lowermost line ...