Hi Sean. I'm Greg, an installation specialist and 8 year Windows MVP, here to help you.
That's a Fake Virus scam which can emanate from a mistyped URL it occupies. If you have a shortcut for Favorite/Bookmark of the site be sure to delete it. It may have also set itself as your Home page or be lodged in your Browser Add-Ons or Extensions so you'll want to check there and run the scanners I give below.
Close the Browser window using whichever method is necessary, as it cannot escape the browser unless you download something from the page.
If you cannot close the browser window, right click the Task Bar or press Ctrl + Alt + Delete keys to open the Task Manager, choose Show Less Details, highlight the browser and choose End Task.
If this fails hold the power button to Shut Down. If you do this Edge may reload the page when it starts back up, but it will also give you an option to Start Fresh to avoid opening the previous tabs.
Also in Edge, if you try to X out of the browser WIndow, it may present a dialogue box to end the session. The webpage is allowed to put text in the box but cannot stop it from closing the Windows when you choose OK, so that is safe to do.
If you called the scammers and they installed anything on your PC, open Settings>Apps & Features, choose Sort by Date, uninstall anything on that date you didn't install yourself. Then run a full scan with Malwarebytes and AdwCleaner. In MB settings tell it to search for rootkits. You can turn off the trial version later in it's Account Settings.
http://filehippo.com/download_malwarebytes_anti...
http://www.bleepingcomputer.com/download/adwcle...
Clean up anything found. If you are seriously infected with Trojans or Rootkits that show up again when you re-run the scan after cleaning, post back for further instructions.
If you paid them anything, notify your bank that you were scammed.
Now as to whatever you did that installed all those files you said you got, it would not be an inert web page that cannot do anything unless you choose it.
What I would do is wipe the drive clean to Clean Install following these illustrated steps in this link which compile the best possible Clean Install of Windows which will stay that way as long as you stick with the tools and methods given, has zero reported problems, and is better than any amount of money could buy: http://answers.microsoft.com/en-us/windows/wiki...
Add to the steps in the tutorial first wiping the drive with Diskpart Clean Command: http://www.sevenforums.com/tutorials/52129-disk... You can access the Command Prompt during install by pressing Shift + F10 at the first screen after booting.
You will get and keep the best possible install to the exact extent you stick with the steps, tools and methods in the linked tutorial. It's a better install than any amount of money could buy and a great learning experience that will make you the master of your PC.
I hope this helps. Feel free to ask back any questions and let us know how it goes. I'll keep working with you until this is resolved.