Your wife did the right thing. It was a scam. Let me expand on this a little:
Microsoft will never contact you with a number to call about an alleged malware infection. They simply don't work that way. The repeated scary warnings - a sure tipoff that this is a scam - are to create a sense of fear and urgency.
The scammers who do this will probably lock your keyboard, to prevent you from following the procedure we used to advise here to safely escape from the scam, which is to open Task Manager and 'End task' on your web browser.
Instead, you'll have to completely power off your computer by pressing the power button and counting to 5. Then wait 10 seconds for the power to drain from the motherboard (although that may not really be necessary) and power on your computer. Nothing bad happened, and you're safe. Obviously, don't fill in your Microsoft account username and password - that just gives it to the scammers.