This console is not in the Administrative tools by default, so you have to create it:
1. Open a blank MMC console by typing mmc from the command line.
2. From the empty console, click the File menu and select Add/Remove Snap-in or press Ctrl+M.
3. From the Add/Remove Snap-in page, click Add or Alt+D, choose Group Policy, select Local Computer and click finish.
4. From the Add Standalone Snap-in page, click Close. From the Add/Remove Snap-in page, click OK.
5. Expand Local Computer Policy, Computer Configuration, Administrative Templates, System and in the right pane locate Display Shutdown Event Tracker.
6. Double-click the Display Shutdown Event Tracker and select Disabled.
7. Click OK to accept the policy change. Close the MMC console, saving it if prompted to so.
8. To refresh the the policy, enter the gpupdate command from the command line.