I received a security alert from Apple last night stating there were 3 viruses detected on my phone and asked me to download a VPN go App. I need to know if this was on the up and up or not...

It's a scam. No one can know what is on your Mac, not even Apple.

In a message Apple will always address you by your real name, never by your email address or Dear Customer. Also the sent-from address should be @apple.com or @itunes.com Additionally Apple does not send attachments.

https://support.apple.com/en-us/HT204759

Any such popup message will be a scam.

Avoid phishing emails, fake 'virus' alerts, phony support calls, and other scams - Apple Support

As long as you didn't follow any links, you don't need to do anything. A scam page is nothing more than that - a scam.

As long as you didn’t run it, you‘re fine. The crooks wanted you to run the app so they could access your Mac remotely.

I'd run run Malwarebytes as a precaution to check there was no other malware. Malwarebytes was developed by one of our own colleagues here in ASC and is about the most proven anti-malware software for Mac.

Click on the blue link and download. Or go to Malwarebytes for Mac—Mac Antivirus Replacement | Malwarebytes

Malwarebytes is an Mac application. I don't believe there is an iPhone version.

Argh! I didn't realize it was iPhone. Of course now reading the initial message it clearly states iPhone. More coffee needed.

Downloading the VPN without installing it isn't a problem. An app that hasn't been installed, or even launched is just a file taking up space on your drive.