It's a common scam. Click the X to close the window. You should then see a box at the bottom, Do not allow this site to create new messages. Check it and then close that window and finally the popup.
If that doesn't work, for Edge, follow the instructions by Scott_Ki here:
For all other browsers, use the Task Manager to exit the browser. Reboot and see if the pop-up goes away.
How to Use the New Task Manager.
http://www.wikihow.com/Open-Windows-Task-Manager
If the problem persists, for any browser:
Remove Tech Support Scam pop-up (Call For Support Scam)
http://malwaretips.com/blogs/remove-tech-support-scam-popups/
Please read:
PSA: Tech Support Scams Pop-Ups on the Rise
https://blog.malwarebytes.org/fraud-scam/2014/11/psa-tech-support-scams-pop-ups-on-the-rise/
Breaking down a notably sophisticated tech support scam M.O.
For more information, see this post by GreginMich