The Shutdown command is not available on the Start menu to shut down and restart, when you are using Remote Desktop.
So what do you do if you actually want to restart the remote machine? Click on a blank area of the desktop and press Alt + F4 or CTRL + ALT + END the RDP screen will give you a list of options.
Other alternatives
1. Press CTRL+ALT+END to get to the Task Manager, and then click Shutdown (apparently does not always work).
2. Press CTRL+SHIFT+ESC to get to the Task Manager.
3. Right click on the TaskBar and select the Task Manager.
4. For the Classic Start Menu, left click on Start, Settings, Windows Security to get to the Task Manager.
5. Click Start, Run, type “shutdown -i” (without the quotes), click OK, to get a GUI that apparently doesn’t use the Task Manager
6. Click Start, Run, type “shutdown -r -t xx” (without the quotes) [xx=how many xx seconds to execute this command], click OK (I’ve not tried this myself).
7: Click on a blank area of the desktop or taskbar, press Alt + F4, and the standard Stand By, Turn Off, Restart dialog appears.