Don't pay any attention to these bogus messages, and threats. If you've gotten nothing in the mail pertaining to what they're calling about, there's likely nothing to worry about. You don't answer unknown numbers in any way, you'll hear nothing from these fools. Their motive is to scare you into thinking you've got a phony debt out.
Had this message on my phone saying it was Officer D B Smith from the Treasury Department and to call their hotline to resolve a tax issue. Funny thing, the number didn't show up on my caller ID.