When I close my laptop my PC go to hibernate mode and I open it the computer turn on again. This prove that I can do that (I couldn't do that before). I don't have the option to do that when I try to turn it off. How to add the option to the shutdown menu?
This extension: https://extensions.gnome.org/extension/826/suspend-button/ will help you. It adds button next to the settings, lock and shutdown buttons in the top menu - it will look as pause button. For me on Ubuntu 14.04 works like a charm.