I got hit with a Microsoft warning that told me not to turn off my computer [View all]

and something else, but I forget that warning. I didn't trust that it was Microsoft and unplugged the computer. I finally got back on and am running Malwarebytes to see if there is anything left behind, but I saw a site listed on Microsoft Edge that is titled "Security Center Code0x268d3" but didn't want to click on it in the event it was a hack.

This Microsoft warning popped up when I clicked on Paula Deen's website for peanut brittle recipes. I haven't had that happen for years and didn't know if it was from the hacker or from Microsoft.

Am I in deep trouble? How do I know the hack isn't still on the computer? Is there something else I can do?