What I like about the Canon printers is that even though the printer gives you warning about being out of ink, it will still allow you to continue printing. The message you received should allow you to "ok" acknowledge the message but continue printing anyhow?
If you have selected the option to use the black cartridge only as per previous post then the resulting print should look ok with the black cartridge only being used by the printer to show shades of gray where colour would normally be. You will still get the reminder about the empty colour cartridge however.
At some point if you continue with the empty colour cartridge, you will get a more terminal message about it being empty but this time there will be no "ok" button. However, if you read the message in detail, it explains that you can hold down the "cancel/pause" button on the printer (the red circle around red triangle symbol) for more than 5 seconds to over-ride the message. This only works when this message box is appearing on your screen.
All of the above should work the same on either Windows or MacOS.