As you probably know, the Windows key shows or hides the Windows Start Menu when pressed. For the most part it really isn’t that useful, however if you are ever “trapped” in a full screen application and want get out (or at least minimize it), then the Windows key is very useful.
When you have a full screen application open, just press the Windows key and Start Menu appears along with the taskbar. You can either open more programs or minimize/close the full screen program.
Warning: If you have a game open, pressing the Windows key may result in you not being able to get back into your game. This usually is not the case, but it can happen. Also, if a program “overrides” the Windows key this functionality explained above will not work.

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Besides the more obvious function of opening the Start menu the Windows key also works like the Shift, ctrl and Alt keys for useful keyboard shortcuts. Windows-D minimizes all open windows and gets you directly to the desktop. Pressing it again restores all windows as they were. Windows-L locks the computer and only the logged on user can unlock it. Windows-E opens My Computer. There are more but these are the ones I know.
Quick PC shutdown-
WinKey+U+U