There is no Power Options setting to shut it down, but there is a setting for putting it into Sleep or Standby after a certain number of minutes of it being idle, and that can give you the impression that it has shut down.
If it has gone to sleep, just press "Wake Up" on the keyboard (usually on the top row of keys - far right).
To check what the current Standby or Sleep settings are, go here:
Control Panel > Power Options