There is also a technique where they ask you to press: [Win + R] + [CRTL + V] + [ENTER] to verify that you are human.
This will install malware code that was put in the clipboard by using javascript.
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[CRTL + V] pastes a small code snippet in the run app and once [ENTER] is pressed it closes the run app and in the background downloads and executes a larger code snippet from a malicious website.
So if you press exactly what they told you to press it would install a malware on your computer. Now this typically targets people that don't even know what the run app is.