Hi Frances,
Are you logged on to a school or work network? Or did this issue happen after installing an app such as Exam Browser?
If none of the above applies, please do the following:
Press Win + R, type regedit.exe and click OK.
Go to the following branch in the Registry Editor.
HKEY_CURRENT_USER\SOFTWARE\Microsoft\Windows\CurrentVersion\Policies\Explorer
If you see one or both of the registry values "NoClose" or "NoLogoff", delete them. You may want to backup the branch first. To do so, from the File menu, click Export... and save it as a .REG file.
If you're unsure, please post a screenshot of above branch in the Registry Editor.