Keyboard shortcut forwarding?

Trying to use keyboard shortcuts while remotely accessing a computer, for example I need to quit a running software by using Alt + F4 but that simply closes my TeamViewer session on my control computer. I saw a feature option appear at one time to "forward keyboard commands" but it did not fully explain what that would entail so I dismissed it but now I cannot find how to get it back again. 

Thanks in advance for your help