Possible Fake Virus Download

I was browsing online (no naughty sites, I promise) I opened a window that appeared to have one of those classic fake antivirus programs.. you know the kind, "Your computer may be infected get a free scan now!!" The green progress bar at the bottom of my IE window started to move across as if something was downloading so I didn't stick around. I tried to close the window by right clicking on the task bar, that didn't work, so I shut down my internet connection. To close the window I shut down my computer. I restarted, and all seemed to be well. I have the Norton fraud monitoring active on IE and it didn't show any errors, but just to be safe, I scanned with both Defender and my Norton (both up to date). Nothing came up.

I checked my software explorer with Defender, no new startup programs, no unfamiliar processes. The computer is acting normal. No pop ups, no unusual CPU activity. The one thing that worries me is that when I went looking into the reports and activities section of my Norton software, under 'firewall activities' starting yesterday at around the time this all happened, I saw this message showing up