Have you had a look in your windows logs?
If the OS was shut down from within the OS via RDP etc, VMWare would have no way of intrecepting the request.
If not 'shut down' at least look for the logs where all the services are shutting themselves down and then the security logs to determine who was last logged on.
Unfortunately though . . various tools do allow users to send remote shutdowns to Windows hosts . . .
good luck