If you push Crtl/Alt/Delete that will open up the windows Task Manager.

If you see it in the list on the processes page you can try to close it that way. But don't stop the wrong thing. If your not sure might be better to use the options below.

shut down/restart the computer-
you can use the start/shut down button if it is working for you, or just use the power button or reset button if nothing else is working.

Do not go back to where the pop up arrived from.

After the restart I'd run both AV & anti spyware checkers just to be sure nothing got on it.