I got a pop up saying my device has been compromised and the website link is protectconnection.icu is this a scam ?

100% Scam.

For more reading on the subject see below:

All about scams and phishing -

Beware of ➔ Phishing & Other Suspicious Emails 

Know how to Identify legitimate emails from the App Store or iTunes Store 

Avoid phishing emails, fake 'virus' alerts, phony support calls, and other scams ➔  Use these tips to avoid scams and learn what to do if you think your Apple ID has been compromised.

Axel F.

keegan38 Said:

"I got a pop up saying my device has been compromised and the website link is protectconnection.icu is this a scam ?"

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Report this to Apple:

This is a scam, beyond a doubt. So, report it to Apple. Use my User Tip: Using the Photos App to Report Scams - User Tip

Scam.