The proper way to shut down your computer is to use the Operating System option for shut down.

In Windows, this means navigating to the start menu and clicking "Shut Down"

It is very important to not only save any open work before shutting down but also save work
throughout the use of your system in case of a sudden loss of power.

Shutting down your computer using the power supply switch or holding the power button on your case
is not recommended. Shutting down this way can cause issues and even damage to spinning hard drives(HDD).
Albeit most newer Hard Disk Drives have built in fail safes to avoid issues when a hard shut down occurs.

Sometimes due to software or hardware problems you will need to shut down the computer by using your power
supply switch. This is okay on occasion but should not be used as a regular method to shut off your computer.