Blocking Identity Theft | Stolen Identity

This is in relation to the award notice I received from International Lotto Commission based in Spain, which turned out to be a scam. In USA, they have this FBI authorities joined with other police authorities that accept and resolve complaints regarding internet identity theft. To which authority in Spain can I report this scam?
The notice mailed to me definitely came from Spain as shown in the stamps. My sister told me it could be from an international syndicate. And when i told the guy who rang me last week that i don’t have money to open an account because i am indigent, he told me to ring my agent/sponsor and they will help me. he gave me a number with Spain’s country code in it. of course, i did not ring, i cant spend much money paying bills for overseas calls for some bullshits like this. But i really want to know which authority in Spain or any International police authority have jurisdiction over this so i can report. I have leads like: phone numbers, office addresses, fax number, names of contact persons, etc. though i know some or all of these may not be even existing or misleading. Can’t just ignore this, i want to report it to proper authorities.

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