You do not have a virus. Those are just Notifications from a website. This action requires your explicit approval to send you these. Their normal use would be for a site to notify you about an event that is specific to the purpose of the site. Bad Actors have realized they can use this same technology to scare you into possibly buying their product to save your computer. As already described, just go to Safari > Settings > Websites > Notifications. I would disable all sites, unless you have a specific reason why you want to receive the notifications.
Even though what you are seeing is a Notification, I would do the same thing to the Pop Up Window setting as has already been mentioned.