I cannot turn on remote computer using "Wake-up" command of Shutdown Manager.

Generally, the correct functionality of Wake up on LAN feature (also known as WOL) is based on three mportant moments:

The WOL feature should be enabled in CMOS (BIOS) Setup (the location and name of this option depends on your mainboard, most often "Wake-up on LAN", "Resume on LAN", or "Resume on PCI" feature on Power Management Setup page). For more information regarding support and options of the WOL feature by the hardware of your computer please refer to the manual of your mainboard/computer.
Your network interface card should support the WOL feature. The most of modern network adapters, including built-in adapters, support this technology.
Before you can use the WOL feature, Net Control 2 should be connected to the target computer at least once. In the process of first connection the software requests the remote computer for network adapter's MAC address, which is necessary for executing the command.