What to do if my MacBook Pro has a Trojan virus?

I Tried to go to a government website and a page popped up saying that Windows detected a potential threat on my computer. It said that my immediate response was required and to not open my internet browser for security issues. I was advised to contact the network administration department at a 1-844-300-3859 toll free number. I was given virus info: A Trojan horse or Trojan. The error code was a 0x80040201. It also says that Windows health is critical. I didn't know that Apple computers caught viruses and I was wondering if this message is legit or is this a scam. How to proceed?