I think I might have downloaded malware and want to know if there is a program I can run on my computer to look for malware

I was on a website and a tab with another website that looked sketch came onto my screen. I couldn't exit the page and a message appeared on my screen saying something about safeguarding my mac and in a panic I just clicked "Okay" because there were no other options. The popup message did not say anything about a download, but immediately something downloaded to my computer so right away, without looking at it, I moved whatever had downloaded from my downloads into my trash and then emptied my trash. I know I should have read the message or tried to force quit my browser but I panicked and am now concerned I may have downloaded some type of malware. I am aware that there are no mac viruses "in the wild" but am concerned I may have downloaded spyware or a trojan. I was borrowing a family members computer and they do not know if they had any antivirus software but I am assuming because they do not know that they do not have any sort of security downloaded other than what comes with the mac. I was wondering if there is some sort of program I could run to check for malware and what I should do with the computer in the meantime, like maybe have it shut off? And in the case of some sort of malware, does that mean I need to get a new computer? I'm just scared and know I should have been smarter about the situation but now I don't know what to do.

It's not malware. It's a JavaScript scam that only affects your web browser, and only temporarily.
Some of those scam pages can be dismissed very easily. Press command-W to close the tab or window. A huge box will pop up. Press the return key and both the box and the page will close. If that doesn't happen, continue.
From the Safari menu bar, select
          Safari ▹ Preferences... ▹ Security
and uncheck the box marked Enable JavaScript. Leave the preferences dialog open.
Close the malicious window or tab.
Re-enable JavaScript and close the preferences dialog.
If the Preferences menu item is grayed out, quit Safari. Force quit if necessary. Relaunch it by holding down the shift key and clicking its icon in the Dock. From the menu bar, select
          Safari ▹ Preferences... ▹ Privacy ▹ Remove All Website Data
to get rid of any cookies or other data left by the server. Open your Downloads folder and delete anything you don't recognize.

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