scam about federal govt.

I got a call from a man who said I was chosen for a $9000 grant  by the federal govt. because I am in good standing with my taxes and the only thing he asked for was my zip code and gave me a code and phone number to call in Washington DC but no one answered it and I called back the number the call came from and the vm was full I knew from the beginning that it was a scam but I don't understand why they didn't ask for more information just a zip code unless they already have all myi info  I need to know and I don't know who to call or where too go for help and infrmation I 've already beenripped off twice buying smething online . But there is no one to turn to so this will never stop only getting worse these cyber crimes have been happening for 25 years and if we don't  get a task force to help people thenwe are all in deep [***]