Microsoft Edge is locked with virus error message - Microsoft Community

It's a common scam. 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...

https://answers.microsoft.com/en-us/protect/forum/protect_other-protect_scanning-windows_10/microsoft-edge-is-locked-with-virus-error-message/959d8b68-5206-4b3f-8a86-37aa1e851421