We are getting calls that my iCloud account has been compromised. Who do I call

It is a scam. Hang up and ignore the call. Apple doesn't make unsolicited phone calls. If there was a problem you would be notified when attempting to log in, including when logging into this forum. Also see: Recognize and avoid phishing messages, phony support calls, and other scams - Apple Support

One option to consider if you have an iPhone is Settings > Phone > Silence Unknown Callers. See: Detect and block spam phone calls - Apple Support