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

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.

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.

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.

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.