It doesn't even make sense when you can wake the machine with Wake-on-LAN to reconnect if you need to. Saving energy not really a priority here.
To make things worse the Task Manager's menus have Standby and Hibernate disabled too.
You could mess about installing VNC, but why bother? Turns out the solution is incredibly easy!
Open a command prompt and enter:
C:\> rundll32 powrprof.dll,SetSuspendState
That's it! The computer will enter Suspend.
If you're looking to hibernate the machine instead then:
C:\> rundll32 powrprof.dll,SetSuspendState Hibernate
Job's a good un.
Now go install Linux.