How do i shutdown a server?

All you have to do is go on your game page, and click the three dots on the top right corner. Then click "shut down all servers".

You could lock the server.

local serverLocked = false

game:GetService('Players').PlayerAdded:Connect(function(plr)
    if serverLocked == true then
        plr:Kick'Server is shut down!'
    end
end)

-- You can add your custom code to lock/unlock the server.

You could use a trigger of some sort (ex: a RemoteEvent could be fired to a script to do this, or anything else you want) and iterate through the players in a for loop to repeatedly kick them until you cancel the "shut down." Example:

game.ReplicatedStorage.RemoteEvent.OnServerEvent:Connect(function() --This is merely an example, do what you wish for the trigger function!
    for i, plr in pairs(game.Players:GetPlayers()) do
        plr:Kick("Server shutdown")
    end
end)

If you don't want to kick them, you could use :Destroy() if absolutely wanted, but it's not recommended so you could just teleport them to a server/place where they get kicked automatically on joining.