You can shut down a virtual machine from the VM menu or from the toolbar. When you use the VM menu, you can select a hard or soft power option.
You are not required to power off a virtual machine that is running on the local host system before you exit Workstation Pro. You can exit Workstation Pro and leave the virtual machine running in the background. See Closing Virtual Machines and Exiting Workstation Pro.
When virtual machines are in a folder, you can perform batch power operations. See Using Folders to Manage Virtual Machines.