Firstly how have they linked your IP address (the one your computer uses) with your phone number? The short answer is that they haven't, they're f(ph)ishing.
Secondly ask them what your IP (Internet Protcol)address is because without that they know nothing about your computer. If the bluster or pretend they have no access call them what they are - scammers. They might say something like "well your IP address begins ..." followed by 3 numbers those first 3 numbers might correspond to your IP address but only because they are nationality based numbers. They might go further and quote a false IP address, insisting that that is your "real" IP address. They will be lying. Under no circumstances quote your IP address to these crooks.
If you want to check your IP addresses (there are several) First type "What is my IP address" into Google. That will give the visible IP address of your network or "gateway". Then (Windows 7) type "IP address" into the search box of your start screen. This will give a result including a "System Information". Click on that and you will see an Explorer page with, near the bottom, "device(number) name = network" with various IP addresses. Yours is "IP address". Many years ago I knew how you found IP for other windows systems - but I've forgot! 
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