I'm getting a message of being hacked and I have to download an app

Don’t believe everything you read on the web, particularly not if you’re reading web advertisements or pop-up advertisements are using the words “virus” or “hack”.

Far too many if not approximately all of these are false, or misleading, or scams, or unnecessary or privacy-invasive apps…

Same for telephone calls “from Apple”, or SMS or email “alerts”. Approximately all of those are fraudulent.

Recognize and avoid phishing messages, phony support calls, and other scams - Apple Support

Here? You need do nothing.