If you didn't interact with the screen in any way - e.g., didn't click anywhere, didn't call the number - you have nothing to worry about. The scammers didn't come looking for you particularly. They added malicious code to a web page that you were unlucky enough to land on. Nothing happened to your computer.
The safest way to get rid of a screen like that is to open Task Manager and exit out of your web browser ('end task'). Sometimes that won't work so you have to restart your computer.
If you did interact with the screen in any way, you should presume that the scammers copied information from your computer. At the least you should change all your passwords, and be on the lookout for signs that your identity has been stolen.