How can I scan my laptop for a virus?

An image of this would be nice! This is usually some website or app popup trying to trick you into clicking it. The best thing to do is force quit out of the app you believe is causing it. Do not install any anti virus, desktop cleaner, etc. software. Your MacBook has some pretty strong features to protect you and your data. Any app claiming to do this is usually spam / malicious software itself.

A little more advance, but Activity Monitor can be used to track unknown and unwanted applications - Activity Monitor User Guide for Mac - Apple Support. It is advised to go through this. The Network tab is usually the most interesting. Kill any process you do not recognize.

Go through the sections of Privacy & Security within the Settings app and revoke access to apps. I would be careful with:

1. Files and Folders
2. Microphone
3. Screen Recording
4. Camera
5. Full Disk Access

I would never give any app Full Disk Access, but go through all of them and revoke where needed.

I would also suggest looking at Privacy & Security within the Settings app and going through Safety Check. Revoke access to people and apps that are utilizing privileges you believe they shouldn't have. Changing your Apple ID password and device passcodes might also be smart.

As suggested previously to the Author download and run Etrecheck. 

Copy the report

and use the Additional Text button to paste the report in your reply.

Then we can examine the report and see if we can determine the cause of the problem.

There are no known Windows-like Viruses in the wild that self replicate and affect macOS, because of the underling UNIX  Foundation and Permission Limitation. 

Malware / Adware would Only Affect the User Account in which it was installed.

Not the Entire Operating System

The Operating System resides in a Sealed and Read Only Volume that can not be opened by the User nor by Third Party Applications.

You won’t find a virus no matter what you use to scan it.

If you installed Adware, EtreCheck can help you remove it.

You may just be getting Notifications you subscribed to. Check Safari Settings, Websites, Notifications for anything allowed.

One caveat to what has already been posted here: If you absolutely believe you might have 'Malware', you can try the free version of MalwareBytes and scan your system using that. (Macs don't get viruses but they can get malware.)

https://www.malwarebytes.com/

Did you manage to resolve the issue?

Multiple users reported this same issue on their MacBook Pro.

The Power button initiates this pop-up window, so if you see it constantly, it might be due to a faulty Power button. For example, it might get stuck and prompt this message over and over again. Did you check the Power button?

Also, go to System Preferences > Display (Options) and set the Display Power Button to "Does nothing." One user reported that the heat from the additional display was triggering the button on the right side of the monitor and constantly tried to put the computer to sleep.

Also, the dialog box can be opened by using the Control-Eject or Control-Power shortcut on your Mac. If you use a shortcut that involves using the Power button, a longer click opens this shutdown window.

The issue with the shutdown pop-up is most likely related to incorrect work or the use of the Power button. However, it is always a good idea to check your Mac for malware. Remove any unknown applications and browser extensions, check for suspicious login items (System Preferences>Users&Groups>Login items) and remove unknown Profiles (System Preferences > Profiles)

An end-user has to grant access to the program to run and to access the very aspects of macOS (folders, camera, microphone, etc.).

That right there makes it "not a virus" by definition.

Viruses are a type of (malware) malicious software.

Yes, Macs can get viruses and they can get other types of (malware) malicious software. It is very difficult because of the limitations Apple and your Mac give to an application. An end-user has to grant access to the program to run and to access the very aspects of macOS (folders, camera, microphone, etc.). That’s why it’s advised to go through Privacy & Security and remove any application that isn’t recognized or any application that is believe to be the malicious software.