Hello to all: Thanks for your responses. I finally turned off the alert following the instructions in this link; scroll down to Mac area. It worked.
However, I still have the malware/virus in Quarantine. I was hoping there was a way MalwareBytes could remove from the computer; tried a scan but it's still there.
Anyone have any recommendations for that? What Is in search results is complicated and I don't want to make it worse.
Thanks again. Btw, I have macOS Catalina Ver 10.15 on my MacBook.