Here's a small tutorial how to enable Wake on LAN (WOL).

1: Start by disabling "EuP 2013" or "ERP Ready" in the bios. Disabling this function will keep the LAN port enabled when the system is put to Sleep (S3) or in Shutdown (S5) mode.

2: In "Wake Up Events", in the bios, enable the option "Resume by PCI-E Device" and/or "Resume by LAN" (depending on your bios/config)

3. In WIndows update the LAN driver from the MSI website
The generic Windows driver (inbox driver) does not always work properly with Wake on LAN (especially from Shutdown(S5)).

4. In windows disable "Fast Startup" (Power options -> advanced -> Define what the power button does)

5: Enable the Magic Packet in the driver in Windows device manager

6: If you want Magic Packet to wake your system from Sleep (S3), enable the "Allow this device to wake up this computer" (does not affect wake from Shutdown (S5)).

Then check if your system receives the Magic Packet by using these tools:

Run the monitor on the system you want to wake up from LAN (allow the monitor to access LAN when requested or disable Windows firewall) and use a different system to send the Magic packet.
If the monitor picks up the packet, you can first try to wake the system from Sleep (S3) and if that is succesful try to wake from Shutdown (S5).

Tip: You can also use "Depicus Wake on Lan" on your smartphone (Android, iOS, WindowsPhone) or from their website (success depends on your router's settings/capabilities)