How do I know if my icloud has been compromised

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 ignore the calls or hang up on them, repeatedly if needed. 

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

You have been scammed. Apple will never "cold call" a customer with that, or any other information.

Your Apple ID credentials may have been compromised, and you should consult If you think your Apple ID has been compromised - Apple Support for mitigation.