I received a pop up on my iPhone 11 Pro saying my phone is infected with viruses. Should I check

What you saw is likely a "phishing" message, presented by criminals who want to frighten you into taking action that will make it easy for them to scam you. Even when they claim to be from "Apple Support", "Microsoft Support", etc., such messages are typically fraudulent packs of lies. You cannot rely on familiar graphics you see in them, as these may have been copied and pasted to fool the unwary.

When you see a "phishing" message, whether it is of the "Your {phone/computer} is infested with a million viruses", "Your iCloud is being hacked!", or "You've been charged for XXXX" (where XXXX is something you've never heard of, that you know you didn't buy), do not click on links in the message. Do not call any "tech support" numbers or "billing dispute" numbers in it. If you feel a need to contact Apple, Microsoft, your bank, etc., contact THEM using well-known, legitimate contact information that does NOT come from the suspicious message.

See also:

How To Spot, Avoid, and Report Tech Support Scams – Federal Trade Commission

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

And no – unless your phone is "jailbroken", it is extremely unlikely that it is infected with viruses. Especially given all of the sandboxing in iOS. That sandboxing makes it difficult or impossible for apps to share data via any means that isn't explicitly designed in.

A virus is a special type of malware that spreads itself automatically from an infected app to other uninfected apps. In a system where apps don't have privileges to directly access each other's files, that's kind of hard to do …

Security of runtime process in iOS and iPadOS - Apple Support