Shutdown Manager starts, by default, to Window's System Tray (located in the lower right-corner of your monitor).
This is a sample of the Shutdown Manager tray's icon (inside the yellow circle):
To access Shutdown Manager main window, just click (one time) to the Shutdown Manager tray's icon. After this, you'll see the Shutdown Manager main window.
Also, you can right-click Shutdown Manager's tray icon and a special "popup" menu will appears.