Something that comes n the mail falls under the Postmasters jurisdiction. This is a scam, a check scam to be exact. The Check is fake and will bounce better then a super ball in a concrete building.
Sounds to me like they are failing to scam enough people through the fake phone calls, so will try the mail now instead. PCH has never operated this way or with phone calls.  This is usually a Jamaican ran scam.

Its ILLEGAL to ask for money to receive it:

Prize Offers: You Don’t Have to Pay to Play!
http://www.ftc.gov/bcp/edu/pubs/consumer/telemarketing/tel17.shtm
http://www.consumer.ftc.gov/scam-alerts
http://www.consumer.ftc.gov/articles/0076-telemarketing-scams
http://www.usa.gov/

Curtesy of:
http://www.consumerfraudreporting.org/checkcashingscams.php
http://www.bankingquestions.com/

If you receive an email or letter in the post / regular mail saying you won a lottery and they send you a check? Or you sold something on Ebay and the buyer paid with a check? Or  you took out a loan from a distant or online bank and they sent you a check? You can just take the check to your bank and cash it right?

WRONG!  And what is worse, if you cash it, in most states in the US, you may be guilty of passing a counterfeit check, money laundering or worse. Clark Howard did a piece on his radio show about a man in California who was arrested for cashing a bogus check. In other words, by merely attempting to cash the check, you could go to federal prison!

Sending fake checks through the mail is a crime so contact the US Postal Service Inspectors:  
https://postalinspectors.uspis.gov/forms/MailFraudComplaint.aspx
https://www.usps.com/

PCH:
It is a scam:
http://info.pch.com/consumer-information/fraud-protection

To file complaints on Foreign company's and scams:
http://800notes.com/forum/ta-d20d86fdc3e145c/reporting-international-scams
https://www.econsumer.gov/#crnt
eConsumer.gov: Report Your Complaint
E-mail: [email protected]

Also here:
http://www.stopfraud.gov/report.html
http://www.fraud.org/

And with Project Jolt:
http://www.consumer.ftc.gov/articles/0119-jam ... ng-us-consumers
http://www.ice.gov/news/releases/us-and-jamai ... marketing-fraud