If you are really curious, conduct a web search. This company is a going concern and they are listed in various ways, such as Yellow Pages. Sometimes if a company is very good, or very bad, then there might be several more links to view. This company does have a webpage so could go look at that. Obviously how much or how extensive you do your search is based on the amount of time you feel appropriate for this company. Or you could just block their number, go on about your business and ignore any further mention of Midwest Constru.
A particularly useful link is Better Business Bureau, in this case BBB of Tulsa. BBB does track this company although not BBB accredited. From the listing by BBB, you can quickly see if complaints have been made about the company, how many and how recent. There is also a link to comments people may send in: favorable, neutral and unfavorable.
It appears that this company does window replacements, at least window replacement is the subject of numerous comments. A recent customer details their experience with Midwest Construction. No need to rehash that person's comments here, you can read their detailed and continuing saga at bbb.org/tulsa. Thank goodness someone actually takes the time to inform of what their experience was, granted their whole ordeal started with answering a cold call phone solicitation from someone they did not recognize.
Bottom line, if you don't recognize caller ID name, then don't answer. If you did not reach out to them first for a callback, then don't answer. If someone/company thinks that they need to cold call you for business, then how are they any better than a marketing firm cold calling you "on behalf of ______ charity."
While all of that might be true, they are required by law to scrub their call lists against the DNC. Doesn't sound like they are doing it, thus they are violating the law which makes them criminals.