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

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

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 of WOL feature please refer to the manual of your mainboard/computer.
Your network interface card should support WOL feature. Several old network interface cards requires connection of the card with mainboard using special cable.
Before you can use WOL feature, Net Control 2 should be connected to target computer at least once.