Looking at the McAfee site, a PUP is a potentially unwanted program - meaning it is something on your PC which may pose a security threat. Most of the ones found don't appear to be viruses, but may be trojans, malware or spyware.
I don't use McAfee, so I can't tell you how to do this, but have a look at the details of what has been found. It should show you where the file or files are and what they are called. You can then do a google search on the file name and see what has been said about it.
If it is a trojan or other spyware, download, install and un, in this order, Lavasoft Adaware and Malwarebytes Anti Malware. Make sure you update each program before running it so that you get the latest signatures of the bad stuff. Delete anything they find, and reboot your PC after each scan. Oh and be patient too ... scans can take quite a time to run