MySQL Shutdown on Windows
If you would like to manually control this, here are some suggestions
Login to Window Command Line Shell as Administrator and run this
C:\&gt; net stop mysql

When the prompt comes back, MySQL is down.
If you shutdown Windows, the only evidence for MySQL's shutdown would be in the error log.
EXAMPLE
On my laptop

I have MySQL 5.5.37 for Windows
It's been up since Dec 17, 2014
The error log filename says 12/17/2014  11:09 AM            83,010 ROLAED3573-NYTD.err
I just ran net stop mysql
The error log filename says 01/09/2015  02:02 PM            83,304 ROLAED3573-NYTD.err

From my actions, MySQL shutdown wrote 294 bytes at the end of the error log. What did it write ?
150109 14:02:33 [Note] MySQL: Normal shutdown

150109 14:02:33 [Note] Event Scheduler: Purging the queue. 0 events
150109 14:02:33  InnoDB: Starting shutdown...
150109 14:02:34  InnoDB: Shutdown completed; log sequence number 10001663889
150109 14:02:34 [Note] MySQL: Shutdown complete

Given this output, I would expect a shutdown to have these lines at the end of the error log.
UPDATE 2015-01-09 14:47 EST
I just ran this
C:\MySQL_5.5.37\data&gt;net start mysql
The MySQL service is starting.
The MySQL service was started successfully.


C:\MySQL_5.5.37\data&gt;

The error log says 01/09/2015  02:34 PM            84,289 ROLAED3573-NYTD.err
This landed at the bottom of the file
150109 14:34:48 [Note] Plugin 'FEDERATED' is disabled.
150109 14:34:48 InnoDB: The InnoDB memory heap is disabled
150109 14:34:48 InnoDB: Mutexes and rw_locks use Windows interlocked functions
150109 14:34:48 InnoDB: Compressed tables use zlib 1.2.3
150109 14:34:48 InnoDB: Initializing buffer pool, size = 1.0G
150109 14:34:48 InnoDB: Completed initialization of buffer pool
150109 14:34:48 InnoDB: highest supported file format is Barracuda.
150109 14:34:48  InnoDB: Waiting for the background threads to start
150109 14:34:49 InnoDB: 5.5.37 started; log sequence number 10001663889
150109 14:34:49 [Note] Server hostname (bind-address): '0.0.0.0'; port: 3306
150109 14:34:49 [Note]   - '0.0.0.0' resolves to '0.0.0.0';
150109 14:34:49 [Note] Server socket created on IP: '0.0.0.0'.
150109 14:34:50 [Note] Event Scheduler: Loaded 0 events
150109 14:34:50 [Note] MySQL: ready for connections.
Version: '5.5.37-log'  socket: ''  port: 3306  MySQL Community Server (GPL)

I have shutdown my laptop
I booted up my laptop
The error log says 01/09/2015  02:40 PM            85,568 ROLAED3573-NYTD.err
What did it write this time ?
150109 14:39:13 [Note] MySQL: Normal shutdown

150109 14:39:13 [Note] Event Scheduler: Purging the queue. 0 events
150109 14:39:13  InnoDB: Starting shutdown...
150109 14:39:13  InnoDB: Shutdown completed; log sequence number 10001663889
150109 14:39:13 [Note] MySQL: Shutdown complete

150109 14:40:04 [Note] Plugin 'FEDERATED' is disabled.
150109 14:40:04 InnoDB: The InnoDB memory heap is disabled
150109 14:40:04 InnoDB: Mutexes and rw_locks use Windows interlocked functions
150109 14:40:04 InnoDB: Compressed tables use zlib 1.2.3
150109 14:40:04 InnoDB: Initializing buffer pool, size = 1.0G
150109 14:40:04 InnoDB: Completed initialization of buffer pool
150109 14:40:04 InnoDB: highest supported file format is Barracuda.
150109 14:40:05  InnoDB: Waiting for the background threads to start
150109 14:40:06 InnoDB: 5.5.37 started; log sequence number 10001663889
150109 14:40:06 [Note] Server hostname (bind-address): '0.0.0.0'; port: 3306
150109 14:40:06 [Note]   - '0.0.0.0' resolves to '0.0.0.0';
150109 14:40:06 [Note] Server socket created on IP: '0.0.0.0'.
150109 14:40:06 [Note] Event Scheduler: Loaded 0 events
150109 14:40:06 [Note] MySQL: ready for connections.
Version: '5.5.37-log'  socket: ''  port: 3306  MySQL Community Server (GPL)

As shown from the end of the error log, it performed a clean shutdown at 2:39 PM. MySQL came back up when Windows was started.