Help pop up confirmation on hyperlink when leaving site

Hi all, struggling to find any existing threads with this query,
i need to create a popup dialog box with some text when someone clicks a hyper link on my site with a disclaimer before they leave with a continue button e.g

You are about to leave the website of [insert your company name] and view the content of an external website. [Insert your company name] cannot be held responsible for the content of external websites

Here is my site Read-Only: LINK
(how to share your site Read-Only link)