I accidentally installed Kali Linux wrongly on my Windows 10 laptop. How do I stop it from running and deleting my data?

I was meant to install it using Virtual Box but I ran the installation process outside Virtual Box and at the end a pop-up box showed up saying I might lose my data. I hadn't yet created a partition for it. I haven't rebooted my computer yet but I don't know what to do once I reboot it. Please help :(
Update: Thank you for your answers! I restarted my computer and nothing happened so I guess there was no need for the panic :)
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