How do I check for malware on my MAC?

That is an easy one. It is simply a scam trying to get you to call that number and was brought to you by the nefarious site you were visiting. It is not even a very good scam as it shows a fake Windows Defender alert with a message to call a fake Microsoft Windows Support number on a Mac.

There is nothing you need to do, other than close those tabs. Be aware of Facebook links where many of these scams originate due to the anonymous nature of the posts.

There is no malware. That web page is just a scam. They can appear on any device using any browser all day every day. You need to do nothing. Install nothing. Call nobody. It's all a lie. Just close the web page and get on with your day.

Read Phony "tech support" / "ransomware" popups and web pages - Apple Community

Full support for both these answers. Using Macs since 1994, I have never encountered any malware or Mac virus. Just to add that you can use Malwarebytes for free. It solved my granddaughters problem on her Windows machine, suggesting a need to download some other supposed protection. I only pay for the subscription as I need to certify to clients that my modified files from Windows are checked. Otherwise, for other machines, it does its minimal job without charge. (Thank you Malwarebytes!)

U. S. Federal Trade Commission – How To Spot, Avoid, and Report Tech Support Scams

"Tech support scammers may try to trick you with a pop-up window that appears on your computer screen. It might look like an error message from your operating system or antivirus software, and it might use logos from trusted companies or websites. The message in the window warns you about a security issue on your computer and tells you to call a phone number to get help.

…

If you get this kind of pop-up window on your computer, don’t call the number. Real security warnings and messages will never ask you to call a phone number."

Microsoft Support – Protect yourself from tech support scams

"Scammers might also initiate contact by displaying fake error messages on websites you visit, displaying support numbers and enticing you to call. They may also put your browser in full screen mode and display pop-up messages that won't go away, apparently locking your browser. These fake error messages aim to scare you into calling their "technical support hotline".

Important: Microsoft error and warning messages never include phone numbers."

I agree with Mac Jim ID. You can also use the app 'Malwarebytes" to scan your Mac but probably it would not find any malware.