I got a pop up on my MacBook Air regarding "SmartToolSearch" is my computer compromised?

Received this message to report malware to Apple to protect other users.

"SmartToolSearch" will damage your computer.

This file was downloaded on an unknown App. Show in Finder.

i was unable to locate this in my Finder.

What steps can i take to dissolve this issue, please?

[Re-Titled by Moderator]