To get to the BIOS, you usually have to press a function key (F1, F2, F10, etc.) or the Delete key within a few seconds after turning your system on. Sometimes the startup screen (before Windows even starts loading) will tell you which key to hit, but sometimes not. You just have to keep restarting and try different keys. You know you've missed your chance if you see the Windows loading animation. Just reboot and try a different key.
For example, it might state: "Press the DEL key to enter setup" or "Hit F1 to enter BIOS"...
Once in the BIOS, use the up & down arrow keys to move around the different choices. Sometimes the left and right arrows are used to view different tabs or pages. Look for something related to POWER. You usually hit the Enter key, the Space Bar, or the right arrow key to edit or toggle the values. And then you have to Exit and Save changes. The computer will restart. Make sure you don't change anything you don't know about, as it can render your computer un-bootable.
As Dwarf said, you can usually choose between Instant and 4 second Delay. If you set it to 4 seconds, then you would have to hold the power button in for 4 seconds before the PC would turn off.