I got a call saying my iCloud was breached

Apple does not make such calls.

All such calls are scams from criminals attempting to steal your personal and financial information. The callers will often use number spoofing to pretend they are calling from a legitimate business. The correct course of action is to hang up on them, repeatedly if needed. 

Avoid phishing emails, fake 'virus' alerts, phony support calls, and other scams - Apple Support

No, Apple will never cold call a customer with that, or any other information. Ignore the call/block the number.

No, this is a scam to get your password. Do not share your password with anyone, Apple already has it on record. Also you would get a notification in your email notifying you someone else logged in.