Next time when this happen, hold down Ctrl+Alt+Del, then launch Task Manager, and then end all browser items there to close it.
That page is definitely scam, but as long as you didn't call the number and engage in any of the requested activities, your computer is not hacked. It is just a pop up page that can have some audio effect (sometimes) and display in full screen mode, so it appears the computer is locked.
Scammers use various methods to trigger these pop-ups. Pop-ups are a form of online advertising. They are often integrated into websites or applications through ad services. Many websites use third-party advertising services to display ads. Sometimes, these ad services might inadvertently allow scam ads to be displayed. This does not mean the website itself is malicious, but it indicates a lack of stringent ad vetting.
You can read more about this type of support scam here: https://support.microsoft.com/en-us/windows/protect-yourself-from-tech-support-scams-2ebf91bd-f94c-2a8a-e541-f5c800d18435
Since it sounds like you didn't install anytihng they asked you to, and didn't let them into your computer either, your computer is safe and no need to take any further action. Unfortuantely they having your phone number and name is nothing you can do about at this point.