How to turn off PS4 controller from PC?

Holding the PS button for 10 seconds will turn the controller off, regardless of what it is paired to (PC or PS4), according to this post.

If you want to turn it off from DS4, though, I believe there is a button in the UI to disconnect/turn off the controller.

You can also check the DS4Windows setting "Disconnect from BT when Stopping", which will immediately disconnect the controller from the OS and turn it off when you press stop. When you want to start DS4Windows again, just press the PS button and it will power up and connect to the paired system.

Just press PS + Options.

Pressing PS for 10 seconds does not remove the controller from the DS4Windows list, making it hard to turn on and connect again.

Using the "Big Picture" feature in Steam (which is what they prompt and recommend you use for controller interaction), there is a controller icon at the top that you can click with a mouse or by choosing it with the controller and it has the option to power off the controller. Depending on the controller, this will also show you the power left in the controller (for my Xbox 360 controller that was connected via a wire, it did NOT show the power left, but for my PS4 when connected via Bluetooth, it does show how much battery is left).