There is no native functionality in Intune/MEM to shut down a device. You could schedule a task that runs every Friday at X time that runs a PowerShell script that includes shutdown /s
.
How to Automate PowerShell Scripts with Task Scheduler
https://blog.netwrix.com/2018/07/03/how-to-automate-powershell-scripts-with-task-scheduler/
For example, the schedule could look like:
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