Go to Settings > Safari and turn on Block Pop-Ups.
Hold in mind that many of the windows that show up in your web browser these days are not pop-ups. They are javascript, and can not be blocked without turning off javascript; which is pointless since that breaks many useful sites.
It it's adds you want to block, Safari does support add-blockers. After downloading an addblocker app you turn it on in Safari's settings. I only do this when I'm on a very slow or data limited connection, since it can cause issues. Also, I'm not opposed to sites getting paid via adds, as long as they aren't overly obnoxious about it. Your mileage may vary.
