How can I stop a scam notification on my MacBook?

I keep getting a notification on my Mac Laptop that my icloud is being hacked right now, or something similar. I get 10 to 20 of these a day, but it is a scam. The only option I am given is to open it, then it disappears after a few seconds. Is there a way to stop just this one scam notification?

[Re-Titled by Moderator]