The proper shutdown is no problem, but I would recommend going to hibernate. Some programs might prevent a shutdown, but not many prevent a hibernate. Also, if your computer was doing something (e.g. computing something or transcoding something), it will continue when it wakes up again. The shutdown/hibernate should be just a windows setting, but the UPS needs to have USB or serial to connect to the server.
One important thing, depending on where you put the UPS: noise! Most UPSes make noise. Some have a cooling fan on all the time, others just have the cooling fan on when they run on battery. But many of them tend to make a high pitched whine which can be quite annoying.
Small suggestion: plug a small led lamp into the UPS, in case there is a power failure, you at least have light there.
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