When you write "button on the side" are you referring to the login screen? Which edition of SL did you install? KDE? GNOME? Xfce? MATE?
If you're looking at a command line prompt with a dollar ($) sign, you are logged in under your own user account. If you are looking at a command line prompt with a hash (#) sign, you are logged in as the root user (analogous to Administrator in Windows). If you see a dollar prompt, you can enter the following command and enter your (not the root user's) password when prompted:
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$ sudo /etc/init.d/xdm restart
If you see a hash prompt, you can enter the following command:
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# /etc/init.d/xdm restart
That will restart the display manager which will show you the login screen. Select the desktop environment from the menu and then login as usual.
Another thing you can do from the command line is reboot:
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$ sudo reboot
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# reboot
or shutdown:
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$ sudo shutdown now
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# shutdown now