You can turn off the computer the command line way - with shutdown.exe, or hitting Ctrl + Alt + End, and then using the shutdown option there. Turning it back on will require something like Wake-on-LAN (WOL) and waiting for the system to boot up
RDP is fairly secure - 128-bit RC4 encryption by default, so there's less chance of someone listening in. On the other hand, to reduce the risk of brute force attacks you should probably use a strong password and a limited user account if possible. Also remember that Administrator is in the Remote Access group by default. You want to remove it from this group using local policy editor, otherwise its username/password is another brute force attack target and you want to reduce the target surface area as much as possible.
As for 'Will I be hacked?' - it depends on the hacker. For most part tho, RDP is reasonably safe, but that would depend on what vulnerabilities are out there.