It is never advised to press the power button or the restart button on a windows device, unless the device has crashed and there is no other solution. Microsoft Windows had the shut down option.
Shut down button will run a step by step procedure to turn of the device. This process is to avoid any loss of data as well as files being corrupted.
An unexpected shut down may make your device not run again or face series issues. How ever there will be times when Window OS might crash, and you have no choice but using the hard restart or power button. Your windows might jump into the safe mode after being shut down unexpectedly. You may try rebooting or shutting down the windows again form the safe mode and sign back in to the normal windows mode.
If you see a blue screen after an unexpected shut down, try rebooting for couple of more times. If the issue remained, seek help from a professional IT technician. Blue screens could damage your hard disk and result in losing all your data.