How do I get rid of these annoying McAfee pop-ups?

A site you visited has given itself permission to send push notifications. Everything you're seeing is nothing but a scam.

Open Safari's preferences. Click on the Websites tab and then scroll down to Notifications. Clear any entries in the right hand window. You might find something similar in the Pop-up Windows heading below that. Block any you don't recognize.

Then if you want, uncheck the box below as shown here.

I personally can't think of any reason why I would ever want any website to push notices to me.