The way I'm reading it given this appears to be a web shield alert, is that the Web Shield alerted on a site that sought to use an exploit that a windows update/s (CVE-2017-0144) should have patched. Whilst that should have patched your system, it doesn't prevent attempts.
The Web Shield should abort the connection to prevent infection, but avast is saying you should run a scan to ensure nothing got through.
What is your system OS and is it fully patched on the Windows Update side?