This is 100% scam.
When this type of pop up shows up, you want to hold down Ctrl+Alt+Del, then launch Task Manager, and then end all browser items there to close it. Usually, if you don't call the number and engage in any of the requested activities, your computer is not hacked. It is just a pop up page that can have some audio effect (sometimes) and display in full screen mode, so it appears the computer is locked.
Scammers use various methods to trigger these pop-ups. Pop-ups are a form of online advertising. They are often integrated into websites or applications through ad services. Many websites use third-party advertising services to display ads. Sometimes, these ad services might inadvertently allow scam ads to be displayed. This does not mean the website itself is malicious, but it indicates a lack of stringent ad vetting.
You can read more about this type of support scam here: https://support.microsoft.com/windows/protect-yourself-from-tech-support-scams-2ebf91bd-f94c-2a8a-e541-f5c800d18435
However, in your scenario, you called, and did what they told you, and downloaded the app and allowed them to remote access, right? This is not good. You would need to disconnect the computer from the internet asap, then uninstall this app.
Backup your important personal files to a usb drive or something, then consider a factory reset of the computer. And you might want to change password of your account, and make sure you enable 2FA as well.