That's a scam and a fake warning. Don't call that number.
See: PSA: Tech Support Scams Pop-Ups on the Rise
You can use the Task Manager to close your browser: How to Use the New Task Manager in Windows 8 or 10
Or try this Edge-method of Scott_ki which was posted here:
When this happened to me, I closed Microsoft Edge using the Task Manager.
Then in the search bar next to the Windows 10 logo on the bottom off the screen (I call it the "Cortana Search"), I typed in google.com and hit enter.
Microsoft Edge opened up with a new tab for Google. You can see the offending site still opens in a tab that doesn't have focus. Click the "X" to close Edge. Do not click on the offending site tab or it will get focus again.
When Edge closes nicely, I won't "Restore" the sessions and the offending site tab will be gone.
Also see GreginMich'reply here: http://answers.microsoft.com/en-us/protect/forum/protect_other-protect_scanning/internet-explorer-windows-10-computer-is-blocked/37fba625-cba8-4ff0-8803-051fb6aa5c75?msgId=c0423145-ba9f-4bcf-8986-dc1242b875a7
After a reboot the pop-up should be gone.
If not, please follow the steps provided here: Remove Tech Support Scam pop-up (Call For Support Scam)
If needed: How to Reset Microsoft Edge in Windows 10
Cheers,
J