SteamShutdown

If your Internet connection isn’t all that fast, downloading a game or update from Steam can take a very long time. Unfortunately, Steam cannot shut down your computer once a download has been completed, but there are third-party utilities that offer this functionality.
SteamShutdown is one of the options you can rely on, a small application that runs in the system tray and can turn off your PC or put it in sleep or hibernation mode when one or all downloads are finished.

Lightweight program that runs in the system tray

In order to use the utility, all you need to do is unpack the archive and make sure Steam is running before launching the executable file. No installation is required, so you can set everything up in seconds.
SteamShutdown lacks a classic GUI, as it is minimized to the system tray automatically and can be managed from the application's tray menu.

Turn off your PC, put it to sleep or send it into hibernation mode when Steam downloads are completed

If one or more downloads are active on Steam, you can right-click the application’s tray icon to select which of them should trigger an action when they are finished. If more than one is selected, the program will wait until they are all completed before doing anything.
Alternatively, you can just select the “Complete all downloads” option, which ensures no actions are performed until every download and update is finished.

Reliable way to shut down your PC after downloading something from Steam

If you like to leave your computer running in order to finish Steam downloads, an application like SteamShutdown will likely come in handy. It will ensure your PC doesn’t stay on any longer than necessary, and it can be configured easily. Since it only runs in the system tray, it is very unobtrusive as well.