Please help.

Hi, I don't know what to do. I accidentally interacted with a website that does a human verification scam (windows + r, ctrl + v, enter) and it pasted some sort of link with an .exe, I don't know how to remove it since I'm not very familiar with computers, is it dangerous? I tried going to the chrome's setting and deleted some suspicious links, but I don't think that would be enough, please help a friend out.