You can use the Ctrl+Alt+Delete key sequence to shut down or log off of a guest operating system.

Power on the virtual machine.

Select the virtual machine and select Player > Send Ctrl+Alt+Delete.

This option is the same as pressing Ctrl+Alt+Delete on your keyboard. On Windows hosts, using the physical keyboard to press Ctrl+Alt+Delete might send the command to the host operating system and the virtual machine, even when Player has control of input.

If the command is received by both the host operating system and the virtual machine, press Ctrl+Alt+Ins on the keyboard.

The command is received solely by the virtual machine and shuts down or logs out of the guest operating system.