Hello JAHIN AHMED,
Welcome to Microsoft Q&A forum.
What Bruno said makes sense, you should be aware of tech support scam trick. However, based on this alone I cannot be sure the nature of your conversation. May I know what is the name of the file he downloaded on your computer? It doesn't matter if you have deleted it, the name should still be in the order history.
In case your conversation is a real Microsoft Support chat that you initiated (All genuine Microsoft Support chat must be initiated by the customer). then you should have a support case number. In this case, you can follow these steps to connect to them.
- Visit this website: Contact - Microsoft Support
- Type Contact in the search box.
- Now click Get help, and Select Contact Support or Sign in to contact support below.
- Go to the Products and services tab, and choose either Microsoft 365 and Office category.
- On the Category tab, choose Technical support.
- Go to Confirm.
- You can now choose the option of Chat with a support agent on your web browser.
If you want to, please tell me the issue you are having and I will see what I can do.