Hi, and thank you for your question.
That's a fake alert/popup shown by a rogue webpage on your browser; your system is actually not infected in any way. They are NOT affiliated with Microsoft at all, but instead trick users into calling up their scam numbers and then allowing them remote access to their computer along with providing them with their personal/financial info.
You may just close and re-open your browser and/or restart the computer to get rid of this alert now.
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