Pop up malware (internetexplore.click)

I'm a Macbook air user and my Macbook is almost new.

I got a pop-up and it said "A Suspicious Connection Was Trying to Access Your Logins, Banking Details & Tracking Your Internet Activity. Windows Security Center & Firewall Services are Disabled, Error code 0x8007042c;" And also said

"Your Hard Disk May Have Trojan Virus!"

I insert the Screenshot.

I'm so scared. There was a customer service number on pop-up which is 888-812-6741

What am I supposed to do to remove or inspect the virus?

I want to my Macbook keep clean.