Help! Is this a computer virus on my laptop?

I keep getting a message flashing up in a speech buuble in the right hand corner of my screen. It seems to be from an antivirus protection system that I haven’t installed
It reads…
Critical System warning! Your system is infected with version of Trojan.win32.agent.azsy. This malicious programme is a trojan it is a windows pe exe Once launched the trojan copies its body to the current users windows startup directory and attempts to steal passwords from Int