You should go ahead and call your local police department. Chances are that they don't deal with cyber crimes unless you live in a large city (or if your city contracts with a larger police department).

There's also the issue of jurisdiction. If the crime is originating across some border (which more than likely it is), there's probably not much they're willing to do about it.

nothing to report, just wondering

I meant call them and ask about how they handle cyber crimes. It's part of their job to answer questions about public security.