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The valves are usually located just above the base points that extend from the ground. Use a clockwise or tightening motion to turn them off. They are plastic or resin and they cover the hot metal valves. Use an adjustable wrench to tighten the valves even further. Use the wrench to tighten the nuts at the top of the valve. If you do, you will need to remove them and replace them with a regular cap to turn them off.  Use the caps that came with your radiator or use caps from a nearby radiator if they will only be used for a short time. Screw the caps on tight by hand and then with an adjustable wrench.

Summary:
Turn the valves off on either side of the radiator. Remove the caps from the top of these valves. See if you have thermostatic radiator valves that take the temperature of the room and turn on and off automatically.