Q: I want to delete malware pop up box

I'd suggest starting by installing Malwarebytes and running it. See what, if anything it finds.

Just a scam. Not reason to do anything unless the box keeps coming up. If it does then close Safari and reopen with the Shift key depressed to prevent opening previously opened windows.

Also see:

Stop pop-up ads and adware in Safari

Most of those pop-ups are scams coming from ads on the Internet.

Occasionally they are caused by adware installed on your Mac.

You should not ignore them, but taking some of the steps already mentioned should eliminate them.

First, never use any kind of "anti-virus" or "anti-malware" software on a Mac. That's how you cause problems, not how you solve them.

Second, there is no malware.

Please post the exact, complete text of the popup. It's either one of the millions of scams on the scam capital of the Internet, or else it's a bogus alert from Facebook itself.