See: https://blog.malwarebytes.org/fraud-scam/2014/11/psa-tech-support-scams-pop-ups-on-the-rise/
You can use the Task Manager to close your browser: How to Use the New Task Manager in Windows 8 or 10
After a reboot the pop-up should be gone.
If not, please follow the steps provided here: Remove Tech Support Scam pop-up (Call For Support Scam)
This is from Microsoft Community boards.
Opened Task Manager, clicked on Internet Explorer, then clicked on End Task.
WooHoo! All the windows closed. I just did a restart and it looks like things are normal. The only thing that looks vaguely weird is a desktop icon that I don’t remember. It says “Homegroup”, and has little green and blue spheres as part of its symbol. Does that ring any alarm bells for anyone?
Bump