Hello, my name is***** am a qualified lawyer and it is my pleasure to assist you with your question today.
Has he requested any money? Also, have you tried calling the number?
It's a scam, if you can, block the number which called you.
A lot of people have reported the number as a scammer, which you can see here -
They basically trick you into installing software which essentially either lets the scammer steal your credit/debit card information and/or locks your PC until you pay a "fee" to remove it.
If you ever receive a call from someone pretending to be from Windows or Microsoft, the best thing you can do is hang up, note down the number and block it
It's doubtful the police will do much about it, but you could try emailing or calling your local police station just to report it.