Hello,
Don't worry, this is scareware. Your computer hasn't really been locked up, so that's okay.
Whenever you get things like this, you can simply press the Control key on your keyboard plus the letter W and then it will close that tab, or you can push the Alt key + F4 and then close your entire browser.
I wouldn't recommend calling that number, since who knows who's on the other side?
Hope this helps.