The start button is probably the single most useful thing you will find on your desktop.

If you examine the graphic on the left, you will see a number of items which have little arrows next to them.  These arrow indicate that there is a sub-menu attached to that item.

Examine each of the items which appear on your start menu - in all probability they will not be identical to the ones you see here - every computer is different - yours will probably have more icons than this.

Finally, to END your session, click on the "Shut Down" item, or if you are logged in to a network, on the "Log off..." item.