I keep getting scam messages from Mac Afee saying there is a virus how to stop them

Completely remove the McAfee product. It is a waste of focus as it will not find viruses, or prevent you from downloading and installing malware. It will give you false positives, raise your blood pressure, and interfere with normal operation of macOS and your applications.

Here it is:

From the McAfee link.

Here is why you don't need anti-virus software:

Apple Platform Security - Apple Support

Where are you seeing the messages? In emails or popups on a website etc.?

If you are using Safari, check Safari > Settings… > Websites > Notifications and delete any thing listed you don't recognize.