How can I tell if someone turns my computer on & uses it after I've shut it down? Is there a history of when it is turned off & on & what files, folders, or programs they access? Can I tell if they attach a thumb drive & download or copy files to this external drive?

Yes, you can find out if your computer has been used. What kind of computer and operating system do you have? It would be helpful to know that in order to give you the best answers here. Is there a particular reason that you are having concerns about the usage of your computer? I'm not sure about the inquiries concerning a thumb drive.

I have a Dell PC with MS Office XP Professional.
My friend showed me on her laptop where someone had logged on then she inserted her thumb drive & copied files to it. She showed me how her laptop showed an external drive in "J" drive & which files were copied to the drive. I have looked for this on my computer but can't find it.

Carol,install a local keylogger and set it to work in hidden mode. The keylogger will save everything typed/websites visited while you were away.

Keyloggers and something called CyberPatrol can go and basically video tape your monitor and you can play it back like a VCR. Handy for parents like mine. Too bad I can outsmart it.

Create a User Account for yourself with your own Username & Password so no one else can log in.

Start
Settings
Control Panel
User Accounts

I used my own Password for my office computer but one day someone have removed it. I am sure no one can guess the password I used.

Just create an account and put a password on it. No need for extra software if you just password protect your account.

2 things you can do, like IT said you can password protect the account or if you are allowed to and curious enough set up a local keylogger to check who's logging on it and what are they using the PC for.

Depends on how sophisticated the foreign user is. One can log into any computer from a usb key, see (and copy) every non-encrypted file inside, surf the internet, etc, and leave no trace. Zero. Unless Booting from all USB devices are disabled in the BIOS (in some bioses, there is a "press F( or whatever) for boot menu". Also would have to include booting from CD/DVD . And maybe compact disk, xd cards, etc.

If you're simply worrying about your fellow office workers,you could use the following (from Windows):
For Windows XP, follow these steps: (better, have your tech do it)
(this will mean that you have to type in your password every time the screen saver engages -be sure to check the screen saver, set a reasonable time, and check "require a password" to leave the screen)(If you want to leave your computer and lock it as you walk away, press the Windows key and "L")
(If you succeed in the following, windows will display the last successful user that logged in when you try to login- and you will see their name as you have to change it to yours to login).
From: http://support.microsoft.com/kb/308226
Log on to the computer as an administrator.
Click Start, click Control Panel, and then double-click User Accounts.
Click Change the way users log on or off.
Click to deselect the "Use the Welcome screen" check box if you want to enable the CTRL+ALT+DELETE sequence.
Click Start, click Run, type Control Userpasswords2, and then press ENTER.
Note You may receive the following dialog box:
You must be a member of the Administrators group on this computer to open User Accounts. You are logged on as user name, and this account is not a member of the Administrators group.
In this condition, you are required to type the user name and password when the system prompts the dialog box to type the user name and password of the administrator of the computer.
Click the Advanced tab.
In the Secure logon section, click to clear the Require users to press Ctrl+Alt+Delete check box if you want to disable the CTRL+ALT+DELETE sequence.

For Windows Vista and Windows 7, follow these steps:

Click Start, type Control Userpasswords2, in the Search box and then press ENTER.
Note You are required to type the user name and password when the system prompts the dialog box to type the user name and password of the administrator of the computer.
Click the Advanced tab.
In the Secure logon section, click to clear the Require users to press Ctrl+Alt+Delete check box if you want to disable the CTRL+ALT+DELETE sequence. (or click to select it).


Note If the Advanced tab is not available, click Start, click Run, type control userpasswords2, and then click OK.