I don't know much about the server versions, but for Windows in general, you'll want to peek in the Event Viewer.
It contains all the logs, floods of information, most of it irrelevant and uninteresting stuff. The "Administrative Events" and "System" logs are the relevant ones for tracking down unexpected power downs. In particular, you'll want to look for red cross icons (critical errors) in those logs. But red exclamation mark icons (errors) could also be relevant in case you are looking for something specific.
It helps a lot if you know the exact or at least rough time when something bad happened. Once you find an error you can read a bit of textual explanation there, or grab the event id and go search online for it. Since these error codes tend to be very technical.
For example on Windows 10 client, you'll have some event 41 Kernel-Power, which gets logged when the computer has an unexpected shut-down. Which in turn could be caused by a power outage, someone deliberately plugging out the power, PSU failing and so on.