If you did not allow remote access, your computer is fine. If you did, you got scammed and if it were me, I would be reloading Windows. Did you allow them in? If you did not, this is how to approach the issue in the future.
It's a common scam that has been around for a few years now. 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